+2,465.4%
LMT vs RL
+1,568.4%
+897.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.8% | -2.1% | +2.9% |
| 7D | -8.5% | +0.2% | -8.8% | -8.6% |
| 30D | +15.4% | +7.3% | +8.1% | +14.2% |
| 3M | +0.7% | +1.0% | -0.4% | +0.4% |
| 6M | +17.6% | +11.8% | +5.8% | +15.1% |
| YTD | +23.8% | +13.6% | +10.2% | +20.5% |
| 1Y | +31.6% | +24.0% | +7.6% | +26.3% |
| 3Y | +44.0% | +256.6% | -212.6% | +14.7% |
| 5Y | +98.8% | +240.2% | -141.4% | +55.7% |
| 10Y | +202.1% | +373.0% | -170.8% | +113.2% |
| All | +2,465.4% | +1,568.4% | +897.0% | +1,277.4% |
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 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