+1,976.8%
LMT vs RCAT
-100.0%
+2,076.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.4% |
| 7D | -6.3% | -1.4% | -4.9% | -6.3% |
| 30D | -8.5% | -3.3% | -5.1% | -8.5% |
| 3M | +1.8% | -43.2% | +45.0% | +1.9% |
| 6M | -19.9% | -43.2% | +23.2% | -19.9% |
| YTD | +10.6% | +5.5% | +5.0% | +10.5% |
| 1Y | +17.9% | -1.6% | +19.6% | +17.9% |
| 3Y | +27.0% | +773.7% | -746.7% | +26.4% |
| 5Y | +68.7% | +187.6% | -119.0% | +68.0% |
| 10Y | +181.1% | -98.5% | +279.5% | +177.4% |
| All | +1,976.8% | -100.0% | +2,076.8% | +1,994.5% |
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