+892.2%
LMT vs GWRE
+741.3%
+150.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -0.2% | -13.2% | +13.0% | +1.2% |
| 30D | -13.1% | -18.6% | +5.5% | -11.6% |
| 3M | -3.9% | +18.9% | -22.8% | -6.4% |
| 6M | -18.3% | -11.0% | -7.3% | -18.5% |
| YTD | +10.3% | -29.9% | +40.2% | +12.7% |
| 1Y | +14.2% | -44.3% | +58.6% | +19.9% |
| 3Y | +35.0% | +51.7% | -16.7% | +22.1% |
| 5Y | +73.2% | +15.4% | +57.8% | +60.8% |
| 10Y | +186.8% | +129.4% | +57.4% | +135.8% |
| All | +892.2% | +741.3% | +150.9% | +633.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling