+1,812.0%
LMT vs RBA
+3,568.2%
-1,756.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.8% | -4.9% | -1.6% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -13.1% | -2.9% | -10.1% | -12.8% |
| 3M | -3.9% | -20.9% | +17.0% | -1.1% |
| 6M | -18.3% | -17.7% | -0.6% | -16.5% |
| YTD | +10.3% | -18.2% | +28.5% | +12.5% |
| 1Y | +14.2% | -29.1% | +43.3% | +18.8% |
| 3Y | +35.0% | +29.5% | +5.4% | +27.5% |
| 5Y | +73.2% | +40.2% | +33.0% | +59.2% |
| 10Y | +186.8% | +203.0% | -16.1% | +129.6% |
| All | +1,812.0% | +3,568.2% | -1,756.2% | +1,067.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling