+71.8%
LMT vs RGEN
-44.3%
+116.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -2.1% |
| 7D | -1.3% | -4.6% | +3.2% | -1.2% |
| 30D | -12.5% | +1.2% | -13.7% | -12.5% |
| 3M | -0.5% | +26.8% | -27.3% | -1.0% |
| 6M | -20.0% | +29.1% | -49.1% | -20.5% |
| YTD | +10.4% | +0.7% | +9.7% | +10.2% |
| 1Y | +17.7% | +39.1% | -21.3% | +16.7% |
| 3Y | +34.3% | +2.2% | +32.0% | +32.6% |
| 5Y | +71.8% | -44.0% | +115.8% | +63.1% |
| All | +71.8% | -44.3% | +116.1% | +63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling