+7,201.2%
LMT vs RIG
-43.4%
+7,244.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.1% |
| YTD | +25.5% | +34.1% | -8.7% | +21.8% |
| 1Y | +34.1% | +38.2% | -4.0% | +29.8% |
| 3Y | +45.1% | -15.3% | +60.4% | +42.3% |
| 5Y | +100.9% | +62.5% | +38.5% | +81.2% |
| 10Y | +199.4% | -46.6% | +246.0% | +157.0% |
| All | +7,201.2% | -43.4% | +7,244.6% | +6,190.0% |
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