+37.3%
LMT vs RBA
+29.1%
+8.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +2.2% |
| 7D | -1.5% | -1.1% | -0.5% | -1.5% |
| 30D | -8.2% | -13.2% | +5.0% | -7.6% |
| 3M | +3.7% | -21.4% | +25.1% | +4.9% |
| 6M | -19.2% | -20.9% | +1.7% | -18.3% |
| YTD | +12.9% | -19.9% | +32.7% | +13.5% |
| 1Y | +19.8% | -28.7% | +48.5% | +21.8% |
| 3Y | +37.3% | +27.4% | +9.9% | +31.4% |
| All | +37.3% | +29.1% | +8.2% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling