+17.2%
LMT vs RCL
-24.0%
+41.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | -0.5% | -2.5% | +1.9% | -0.5% |
| 30D | -10.8% | -15.7% | +4.9% | -10.3% |
| 3M | +1.6% | -3.6% | +5.2% | +1.1% |
| 6M | -17.6% | -8.7% | -8.9% | -17.7% |
| YTD | +11.6% | -6.2% | +17.7% | +10.4% |
| 1Y | +17.2% | -22.9% | +40.1% | +18.8% |
| All | +17.2% | -24.0% | +41.3% | +18.8% |
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