+2,288.4%
LMT vs RCAT
-100.0%
+2,388.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.3% | +7.3% | -1.0% |
| 7D | +4.8% | +15.6% | -10.7% | +4.8% |
| 30D | +19.9% | -24.1% | +44.0% | +19.9% |
| 3M | +0.2% | -61.9% | +62.1% | +0.3% |
| 6M | +17.4% | -64.3% | +81.8% | +17.6% |
| YTD | +27.2% | -50.4% | +77.5% | +27.2% |
| 1Y | +35.6% | -54.0% | +89.6% | +35.7% |
| 3Y | +47.1% | +347.2% | -300.1% | +46.6% |
| 5Y | +103.7% | +45.7% | +57.9% | +103.0% |
| 10Y | +203.5% | -99.7% | +303.2% | +199.8% |
| All | +2,288.4% | -100.0% | +2,388.4% | +2,311.0% |
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