+99.9%
LMT vs RIG
+62.5%
+37.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.1% | -5.5% | -1.6% |
| 7D | +5.1% | +5.7% | -0.6% | +4.7% |
| 30D | +14.1% | -0.7% | +14.9% | +14.1% |
| 3M | +0.3% | -3.1% | +3.4% | +0.3% |
| 6M | +16.1% | -16.3% | +32.4% | +16.9% |
| YTD | +25.5% | +34.1% | -8.7% | +22.5% |
| 1Y | +34.1% | +38.2% | -4.0% | +30.6% |
| 3Y | +45.1% | -15.3% | +60.4% | +44.2% |
| All | +99.9% | +62.5% | +37.4% | +79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling