+190.4%
LMT vs RCL
+340.1%
-149.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | +5.1% | -1.2% | +6.3% | +5.2% |
| 30D | +14.1% | +17.8% | -3.7% | +12.3% |
| 3M | +0.3% | +4.9% | -4.7% | -0.4% |
| 6M | +16.1% | +23.7% | -7.6% | +13.2% |
| YTD | +25.5% | +17.8% | +7.6% | +22.2% |
| 1Y | +34.1% | +28.9% | +5.2% | +29.3% |
| 3Y | +45.1% | +241.9% | -196.8% | +23.0% |
| 5Y | +100.9% | +295.4% | -194.5% | +61.9% |
| All | +190.4% | +340.1% | -149.7% | +132.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling