+187.0%
LMT vs RL
+297.6%
-110.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.2% | -1.8% |
| 7D | -1.3% | -0.3% | -1.1% | -1.3% |
| 30D | -12.5% | -17.5% | +5.0% | -10.4% |
| 3M | -0.5% | -14.0% | +13.5% | +1.3% |
| 6M | -20.0% | -2.0% | -18.1% | -20.3% |
| YTD | +10.4% | -4.6% | +15.0% | +10.3% |
| 1Y | +17.7% | +9.5% | +8.2% | +15.2% |
| 3Y | +34.3% | +200.5% | -166.2% | +9.4% |
| 5Y | +71.8% | +226.3% | -154.4% | +33.2% |
| 10Y | +187.0% | +304.8% | -117.8% | +105.0% |
| All | +187.0% | +297.6% | -110.6% | +105.0% |
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