+14.2%
LMT vs RJF
+5.1%
+9.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.2% | -2.7% | +2.5% | +0.2% |
| 30D | -13.1% | -4.3% | -8.8% | -12.5% |
| 3M | -3.9% | +15.7% | -19.6% | -5.5% |
| 6M | -18.3% | +17.8% | -36.1% | -19.8% |
| YTD | +10.3% | +9.2% | +1.2% | +9.6% |
| 1Y | +14.2% | +2.8% | +11.5% | +14.4% |
| All | +14.2% | +5.1% | +9.2% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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