+35.1%
LMT vs RIO
+95.3%
-60.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -1.3% | +1.0% | -2.3% | -1.4% |
| 30D | -12.5% | +4.0% | -16.5% | -12.6% |
| 3M | -0.5% | +4.5% | -5.0% | -0.6% |
| 6M | -20.0% | +17.3% | -37.4% | -20.5% |
| YTD | +10.4% | +36.2% | -25.8% | +8.9% |
| 1Y | +17.7% | +76.1% | -58.4% | +15.0% |
| All | +35.1% | +95.3% | -60.2% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling