+17.2%
LMT vs RGEN
+39.1%
-21.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -0.5% | -2.9% | +2.4% | -0.5% |
| 30D | -10.8% | -0.1% | -10.7% | -10.8% |
| 3M | +1.6% | +25.9% | -24.3% | +0.7% |
| 6M | -17.6% | +35.2% | -52.8% | -18.3% |
| YTD | +11.6% | +0.5% | +11.1% | +11.6% |
| 1Y | +17.2% | +37.0% | -19.7% | +15.3% |
| All | +17.2% | +39.1% | -21.9% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling