+189.0%
LMT vs RCAT
-98.5%
+287.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.1% |
| 7D | -0.5% | -5.4% | +4.9% | -0.5% |
| 30D | -10.8% | -24.2% | +13.4% | -10.6% |
| 3M | +1.6% | -25.8% | +27.4% | +1.7% |
| 6M | -17.6% | -44.9% | +27.4% | -17.4% |
| YTD | +11.6% | +1.9% | +9.7% | +11.4% |
| 1Y | +17.2% | -5.2% | +22.4% | +17.0% |
| 3Y | +35.7% | +759.6% | -723.8% | +33.1% |
| 5Y | +75.2% | +187.5% | -112.3% | +72.0% |
| All | +189.0% | -98.5% | +287.5% | +173.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RCAT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling