+74.4%
LMT vs RCL
+234.0%
-159.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.3% | +2.1% |
| 7D | -1.5% | -0.5% | -1.1% | -1.5% |
| 30D | -8.2% | -17.3% | +9.1% | -7.9% |
| 3M | +3.7% | -2.8% | +6.5% | +3.7% |
| 6M | -19.2% | -4.4% | -14.8% | -19.2% |
| YTD | +12.9% | -4.2% | +17.0% | +12.6% |
| 1Y | +19.8% | -23.4% | +43.2% | +20.1% |
| 3Y | +37.3% | +179.4% | -142.1% | +31.5% |
| 5Y | +74.4% | +238.8% | -164.4% | +56.0% |
| All | +74.4% | +234.0% | -159.6% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling