+89.7%
LMT vs RACE
+65.0%
+24.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.5% |
| 7D | -11.0% | +5.1% | -16.1% | -11.1% |
| 30D | +13.6% | +7.7% | +5.9% | +13.3% |
| 3M | -2.1% | +2.2% | -4.3% | -2.2% |
| 6M | +11.7% | +23.8% | -12.1% | +10.8% |
| YTD | +19.4% | +13.9% | +5.5% | +18.7% |
| 1Y | +24.1% | +3.8% | +20.3% | +23.8% |
| 3Y | +36.2% | +28.0% | +8.1% | +34.2% |
| All | +89.7% | +65.0% | +24.6% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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