+17.9%
LMT vs RIG
+97.6%
-79.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -1.3% |
| 7D | -6.3% | +0.9% | -7.1% | -6.3% |
| 30D | -8.5% | +13.8% | -22.3% | -9.4% |
| 3M | +1.8% | -6.4% | +8.2% | +1.8% |
| 6M | -19.9% | -8.2% | -11.8% | -19.8% |
| YTD | +10.6% | +41.6% | -31.1% | +8.4% |
| 1Y | +17.9% | +88.7% | -70.8% | +14.7% |
| All | +17.9% | +97.6% | -79.7% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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