+11,511.2%
LMT vs RJF
+49,360.8%
-37,849.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.0% | +2.2% |
| 7D | -1.5% | +1.8% | -3.3% | -1.9% |
| 30D | -8.2% | 0.0% | -8.2% | -8.3% |
| 3M | +3.7% | +18.0% | -14.2% | +0.6% |
| 6M | -19.2% | +17.0% | -36.1% | -21.6% |
| YTD | +12.9% | +11.1% | +1.7% | +10.3% |
| 1Y | +19.8% | +8.0% | +11.8% | +17.5% |
| 3Y | +37.3% | +73.3% | -36.0% | +21.8% |
| 5Y | +74.4% | +107.4% | -33.0% | +47.2% |
| 10Y | +188.9% | +428.5% | -239.6% | +101.7% |
| All | +11,511.2% | +49,360.8% | -37,849.6% | +5,346.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling