+190.4%
LMT vs RBA
+207.2%
-16.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.3% | -1.5% |
| 7D | +5.1% | +1.7% | +3.4% | +4.9% |
| 30D | +14.1% | +8.3% | +5.8% | +12.8% |
| 3M | +0.3% | +10.5% | -10.3% | -1.3% |
| 6M | +16.1% | -5.9% | +22.0% | +16.5% |
| YTD | +25.5% | -6.9% | +32.3% | +25.5% |
| 1Y | +34.1% | -4.9% | +39.0% | +33.6% |
| 3Y | +45.1% | +64.5% | -19.4% | +30.8% |
| 5Y | +100.9% | +46.1% | +54.9% | +82.2% |
| All | +190.4% | +207.2% | -16.8% | +109.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling