+25.9%
LMT vs RBA
-2.0%
+27.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.1% | -9.0% | -6.9% |
| 7D | -5.5% | +12.7% | -18.2% | -5.6% |
| 30D | +17.5% | +15.5% | +1.9% | +17.2% |
| 3M | +1.6% | -14.0% | +15.6% | +0.6% |
| 6M | +16.3% | -8.8% | +25.1% | +15.7% |
| YTD | +25.3% | -6.9% | +32.2% | +22.3% |
| 1Y | +25.9% | -3.0% | +28.8% | +23.2% |
| All | +25.9% | -2.0% | +27.9% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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