+74.4%
LMT vs RCAT
+192.8%
-118.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.9% | -1.8% | +2.0% |
| 7D | -1.5% | +5.4% | -6.9% | -1.6% |
| 30D | -8.2% | -5.6% | -2.7% | -8.2% |
| 3M | +3.7% | -30.2% | +33.9% | +4.3% |
| 6M | -19.2% | -43.4% | +24.2% | -18.7% |
| YTD | +12.9% | +9.6% | +3.2% | +12.2% |
| 1Y | +19.8% | -2.0% | +21.8% | +19.1% |
| 3Y | +37.3% | +825.0% | -787.7% | +30.1% |
| 5Y | +74.4% | +199.8% | -125.4% | +66.5% |
| All | +74.4% | +192.8% | -118.4% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling