+65.8%
LMT vs GTLB
-47.1%
+113.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.4% |
| 7D | -6.3% | +11.1% | -17.3% | -6.2% |
| 30D | -8.5% | +37.8% | -46.3% | -8.4% |
| 3M | +1.8% | +61.6% | -59.7% | +1.9% |
| 6M | -19.9% | +98.9% | -118.9% | -19.9% |
| YTD | +10.6% | +32.8% | -22.2% | +10.6% |
| 1Y | +17.9% | +14.7% | +3.3% | +18.0% |
| 3Y | +27.0% | +1.3% | +25.6% | +26.5% |
| All | +65.8% | -47.1% | +113.0% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GTLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling