+75.2%
LMT vs RIO
+90.3%
-15.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.2% | +5.3% | +1.4% |
| 7D | -0.5% | -3.4% | +2.8% | -0.3% |
| 30D | -10.8% | +0.6% | -11.3% | -10.9% |
| 3M | +1.6% | +2.5% | -0.9% | +1.3% |
| 6M | -17.6% | +10.8% | -28.3% | -18.4% |
| YTD | +11.6% | +30.5% | -18.9% | +8.6% |
| 1Y | +17.2% | +68.1% | -50.9% | +11.4% |
| 3Y | +35.7% | +94.0% | -58.3% | +26.0% |
| 5Y | +75.2% | +92.0% | -16.8% | +65.4% |
| All | +75.2% | +90.3% | -15.1% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling