+17.9%
LMT vs RDW
+24.9%
-7.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -3.0% | -1.5% |
| 7D | -6.3% | -3.1% | -3.1% | -6.1% |
| 30D | -8.5% | -1.8% | -6.7% | -8.5% |
| 3M | +1.8% | -50.9% | +52.7% | +5.5% |
| 6M | -19.9% | +13.5% | -33.4% | -22.4% |
| YTD | +10.6% | +38.6% | -28.0% | +4.5% |
| 1Y | +17.9% | +28.3% | -10.3% | +12.1% |
| All | +17.9% | +24.9% | -7.0% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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