+71.8%
LMT vs RBA
+39.8%
+32.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | -1.3% | -1.9% | +0.6% | -1.2% |
| 30D | -12.5% | -13.0% | +0.5% | -11.7% |
| 3M | -0.5% | -23.1% | +22.7% | +1.1% |
| 6M | -20.0% | -22.6% | +2.6% | -18.9% |
| YTD | +10.4% | -20.4% | +30.8% | +11.5% |
| 1Y | +17.7% | -29.6% | +47.3% | +20.1% |
| 3Y | +34.3% | +26.6% | +7.7% | +30.1% |
| 5Y | +71.8% | +38.2% | +33.6% | +64.0% |
| All | +71.8% | +39.8% | +32.0% | +64.0% |
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 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