+17.9%
LMT vs RBA
-26.5%
+44.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.4% |
| 7D | -6.3% | -2.9% | -3.3% | -6.3% |
| 30D | -8.5% | -12.3% | +3.8% | -8.7% |
| 3M | +1.8% | -20.5% | +22.4% | +1.6% |
| 6M | -19.9% | -18.5% | -1.4% | -20.0% |
| YTD | +10.6% | -18.2% | +28.8% | +9.3% |
| 1Y | +17.9% | -27.5% | +45.5% | +16.7% |
| All | +17.9% | -26.5% | +44.5% | +16.7% |
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