+36.5%
LMT vs RIG
-30.5%
+67.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.0% |
| 7D | -0.5% | -4.2% | +3.6% | -0.4% |
| 30D | -10.8% | -0.7% | -10.1% | -10.8% |
| 3M | +1.6% | -4.0% | +5.6% | +1.6% |
| 6M | -17.6% | -6.3% | -11.2% | -17.5% |
| YTD | +11.6% | +39.7% | -28.1% | +10.5% |
| 1Y | +17.2% | +78.1% | -60.9% | +15.6% |
| All | +36.5% | -30.5% | +67.0% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling