+24.9%
LMT vs RBRK
+46.1%
-21.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -11.1% | +8.0% | -3.1% |
| 7D | -10.5% | -20.9% | +10.4% | -10.4% |
| 30D | +12.9% | -15.9% | +28.9% | +13.1% |
| 3M | +0.4% | +24.7% | -24.3% | +0.8% |
| 6M | +14.7% | +85.1% | -70.4% | +15.9% |
| YTD | +21.3% | +38.3% | -17.0% | +19.7% |
| 1Y | +24.9% | +46.2% | -21.2% | +22.5% |
| All | +24.9% | +46.1% | -21.2% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling