+14.2%
LMT vs RIG
+77.2%
-63.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -1.0% |
| 7D | -0.2% | -3.1% | +2.9% | 0.0% |
| 30D | -13.1% | -0.5% | -12.5% | -13.1% |
| 3M | -3.9% | -6.0% | +2.1% | -3.9% |
| 6M | -18.3% | -10.1% | -8.1% | -18.0% |
| YTD | +10.3% | +37.3% | -26.9% | +8.3% |
| 1Y | +14.2% | +73.9% | -59.7% | +11.3% |
| All | +14.2% | +77.2% | -63.0% | +11.3% |
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