+25.9%
LMT vs GWRE
-24.5%
+50.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +5.9% | -12.8% | -6.8% |
| 7D | -5.5% | +2.2% | -7.7% | -5.5% |
| 30D | +17.5% | +4.5% | +12.9% | +17.6% |
| 3M | +1.6% | +6.4% | -4.8% | +2.0% |
| 6M | +16.3% | +18.8% | -2.5% | +15.7% |
| YTD | +25.3% | -15.1% | +40.4% | +19.0% |
| 1Y | +25.9% | -23.4% | +49.3% | +20.7% |
| All | +25.9% | -24.5% | +50.4% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling