+35.4%
LMT vs RBA
-4.0%
+39.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.5% |
| 7D | -5.6% | +3.2% | -8.8% | -5.7% |
| 30D | +18.4% | +12.0% | +6.3% | +18.0% |
| 3M | +0.6% | +2.9% | -2.3% | +0.1% |
| 6M | +20.6% | -6.3% | +26.9% | +20.2% |
| YTD | +27.0% | -5.9% | +32.8% | +22.2% |
| All | +35.4% | -4.0% | +39.4% | +30.0% |
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