+189.0%
LMT vs RGEN
+414.1%
-225.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -0.5% | -2.9% | +2.4% | -0.3% |
| 30D | -10.8% | -0.1% | -10.7% | -10.8% |
| 3M | +1.6% | +25.9% | -24.3% | -0.3% |
| 6M | -17.6% | +35.2% | -52.8% | -19.7% |
| YTD | +11.6% | +0.5% | +11.1% | +11.0% |
| 1Y | +17.2% | +37.0% | -19.7% | +13.7% |
| 3Y | +35.7% | +2.0% | +33.7% | +31.7% |
| 5Y | +75.2% | -44.2% | +119.4% | +77.1% |
| All | +189.0% | +414.1% | -225.1% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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