+25.9%
LMT vs RCL
+27.6%
-1.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +6.4% | -13.3% | -6.9% |
| 7D | -5.5% | +11.7% | -17.2% | -5.7% |
| 30D | +17.5% | +21.1% | -3.7% | +17.0% |
| 3M | +1.6% | +2.9% | -1.3% | +1.6% |
| 6M | +16.3% | +29.8% | -13.5% | +14.7% |
| YTD | +25.3% | +21.4% | +3.8% | +22.7% |
| 1Y | +25.9% | +32.0% | -6.2% | +23.8% |
| All | +25.9% | +27.6% | -1.7% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 1y: compounded portfolio wealth divided by compounded RCL 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…
1y analysis · Full analysis span regression · 6 months rolling