+98.8%
LMT vs RBA
+47.6%
+51.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +3.6% |
| 7D | -8.5% | +2.5% | -11.0% | -8.7% |
| 30D | +15.4% | +11.6% | +3.9% | +14.6% |
| 3M | +0.7% | +1.5% | -0.8% | +0.4% |
| 6M | +17.6% | -6.6% | +24.2% | +17.8% |
| YTD | +23.8% | -6.3% | +30.1% | +23.6% |
| 1Y | +31.6% | -4.0% | +35.6% | +31.1% |
| 3Y | +44.0% | +47.3% | -3.3% | +38.6% |
| 5Y | +98.8% | +47.7% | +51.2% | +91.8% |
| All | +98.8% | +47.6% | +51.2% | +91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling