+37.3%
LMT vs RL
+211.8%
-174.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.0% |
| 7D | -1.5% | +1.9% | -3.4% | -1.5% |
| 30D | -8.2% | -12.2% | +4.0% | -8.5% |
| 3M | +3.7% | -6.6% | +10.4% | +3.6% |
| 6M | -19.2% | +3.2% | -22.3% | -19.0% |
| YTD | +12.9% | -1.3% | +14.2% | +12.9% |
| 1Y | +19.8% | +13.6% | +6.2% | +20.5% |
| 3Y | +37.3% | +210.9% | -173.6% | +38.6% |
| All | +37.3% | +211.8% | -174.6% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling