+11,275.8%
LMT vs RGEN
+1,576.0%
+9,699.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.4% |
| 7D | -6.3% | -4.9% | -1.3% | -6.2% |
| 30D | -8.5% | +5.7% | -14.2% | -8.6% |
| 3M | +1.8% | +32.4% | -30.6% | +1.1% |
| 6M | -19.9% | +33.2% | -53.1% | -20.6% |
| YTD | +10.6% | +2.3% | +8.3% | +10.3% |
| 1Y | +17.9% | +39.0% | -21.0% | +16.8% |
| 3Y | +27.0% | -4.6% | +31.6% | +26.1% |
| 5Y | +68.7% | -42.7% | +111.4% | +68.3% |
| 10Y | +181.1% | +433.6% | -252.5% | +165.7% |
| All | +11,275.8% | +1,576.0% | +9,699.8% | +10,077.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling