-19.9%
LMT vs RBA
-16.5%
-3.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.4% |
| 7D | -6.3% | -2.9% | -3.3% | -6.3% |
| 30D | -8.5% | -12.3% | +3.8% | -8.8% |
| 3M | +1.8% | -20.5% | +22.4% | +1.8% |
| 6M | -19.9% | -18.5% | -1.4% | -19.8% |
| All | -19.9% | -16.5% | -3.4% | -19.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling