+75.2%
LMT vs RJF
+101.5%
-26.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | -0.5% | -4.2% | +3.6% | 0.0% |
| 30D | -10.8% | -3.6% | -7.2% | -10.4% |
| 3M | +1.6% | +15.6% | -14.0% | -0.1% |
| 6M | -17.6% | +17.6% | -35.2% | -19.1% |
| YTD | +11.6% | +9.2% | +2.4% | +10.3% |
| 1Y | +17.2% | +5.5% | +11.7% | +16.2% |
| 3Y | +35.7% | +70.3% | -34.6% | +25.4% |
| 5Y | +75.2% | +106.0% | -30.8% | +50.4% |
| All | +75.2% | +101.5% | -26.3% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling