+104.2%
LMT vs RCAT
+63.2%
+41.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.4% | +9.0% | +2.7% |
| 7D | -5.6% | -5.6% | 0.0% | -5.6% |
| 30D | +18.4% | -27.0% | +45.4% | +19.0% |
| 3M | +0.6% | -57.9% | +58.5% | +2.2% |
| 6M | +20.6% | -59.4% | +80.0% | +22.2% |
| YTD | +27.0% | -46.9% | +73.9% | +28.0% |
| 1Y | +36.9% | -54.0% | +90.9% | +38.1% |
| 3Y | +46.9% | +378.4% | -331.6% | +42.1% |
| 5Y | +104.2% | +61.9% | +42.3% | +99.2% |
| All | +104.2% | +63.2% | +41.0% | +99.2% |
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 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