+6,334.4%
LMT vs RIG
-40.2%
+6,374.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -1.2% |
| 7D | -6.3% | +0.9% | -7.1% | -6.4% |
| 30D | -8.5% | +13.8% | -22.3% | -9.4% |
| 3M | +1.8% | -6.4% | +8.2% | +2.1% |
| 6M | -19.9% | -8.2% | -11.8% | -19.8% |
| YTD | +10.6% | +41.6% | -31.1% | +7.1% |
| 1Y | +17.9% | +88.7% | -70.8% | +11.5% |
| 3Y | +27.0% | -30.9% | +57.8% | +26.6% |
| 5Y | +68.7% | +57.7% | +11.0% | +52.3% |
| 10Y | +181.1% | -39.3% | +220.3% | +138.6% |
| All | +6,334.4% | -40.2% | +6,374.6% | +5,430.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling