+18.5%
LHX vs RMD
-22.7%
+41.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -4.8% | -4.2% | -0.6% | -4.1% |
| 30D | -12.7% | -2.1% | -10.7% | -12.5% |
| 3M | -17.6% | +13.8% | -31.4% | -19.7% |
| 6M | -30.7% | -10.6% | -20.1% | -29.6% |
| YTD | -14.3% | -8.1% | -6.3% | -13.4% |
| 1Y | -8.4% | -18.0% | +9.6% | -5.6% |
| 3Y | +56.7% | +52.9% | +3.8% | +43.3% |
| 5Y | +18.5% | -22.3% | +40.7% | +21.1% |
| All | +18.5% | -22.7% | +41.2% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 5y: compounded portfolio wealth divided by compounded RMD 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…
5y analysis · Full analysis span regression · 6 months rolling