+25.9%
LMT vs RIO
+29.3%
-3.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.6% | -10.5% | -6.6% |
| 7D | -5.5% | -1.6% | -3.9% | -5.5% |
| 30D | +17.5% | -11.6% | +29.0% | +17.3% |
| 3M | +1.6% | -12.7% | +14.3% | +1.4% |
| 6M | +16.3% | -12.4% | +28.7% | +16.2% |
| YTD | +25.3% | +11.0% | +14.3% | +26.6% |
| 1Y | +25.9% | +30.8% | -5.0% | +32.7% |
| All | +25.9% | +29.3% | -3.5% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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