+2,191.1%
LMT vs RL
+1,366.2%
+824.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.5% | -1.7% |
| 7D | -6.3% | -0.8% | -5.5% | -6.2% |
| 30D | -8.5% | -7.8% | -0.7% | -7.4% |
| 3M | +1.8% | -4.0% | +5.8% | +2.2% |
| 6M | -19.9% | -1.9% | -18.1% | -20.2% |
| YTD | +10.6% | -0.2% | +10.7% | +9.8% |
| 1Y | +17.9% | +10.7% | +7.3% | +15.1% |
| 3Y | +27.0% | +210.8% | -183.8% | +3.2% |
| 5Y | +68.7% | +238.2% | -169.6% | +31.6% |
| 10Y | +181.1% | +313.4% | -132.3% | +102.4% |
| All | +2,191.1% | +1,366.2% | +824.9% | +1,154.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling