+2,311.9%
LMT vs RCAT
-100.0%
+2,411.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +1.1% |
| 7D | +2.5% | +7.2% | -4.7% | +2.5% |
| 30D | +19.2% | -20.4% | +39.6% | +19.2% |
| 3M | +2.7% | -59.8% | +62.4% | +2.8% |
| 6M | +20.6% | -61.9% | +82.5% | +20.7% |
| YTD | +28.4% | -45.9% | +74.3% | +28.5% |
| 1Y | +36.9% | -50.5% | +87.4% | +37.0% |
| 3Y | +48.5% | +387.5% | -339.0% | +48.0% |
| 5Y | +107.6% | +70.9% | +36.7% | +106.9% |
| 10Y | +206.5% | -99.7% | +306.2% | +202.7% |
| All | +2,311.9% | -100.0% | +2,411.9% | +2,334.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling