+206.5%
LMT vs RL
+347.1%
-140.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.3% |
| 7D | +2.5% | -4.4% | +6.9% | +3.1% |
| 30D | +19.2% | +5.6% | +13.6% | +18.3% |
| 3M | +2.7% | -0.6% | +3.3% | +2.6% |
| 6M | +20.6% | +15.5% | +5.2% | +17.9% |
| YTD | +28.4% | +12.3% | +16.1% | +25.6% |
| 1Y | +36.9% | +19.3% | +17.6% | +32.7% |
| 3Y | +48.5% | +255.5% | -207.0% | +18.5% |
| 5Y | +107.6% | +247.1% | -139.4% | +61.9% |
| 10Y | +206.5% | +346.0% | -139.6% | +119.4% |
| All | +206.5% | +347.1% | -140.6% | +119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling