+2,530.6%
LMT vs RL
+1,573.0%
+957.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.3% | +2.5% |
| 7D | -5.6% | +1.3% | -6.9% | -5.9% |
| 30D | +18.4% | +7.6% | +10.7% | +17.0% |
| 3M | +0.6% | -1.5% | +2.1% | +0.7% |
| 6M | +20.6% | +12.1% | +8.5% | +18.0% |
| YTD | +27.0% | +13.9% | +13.0% | +23.5% |
| 1Y | +36.9% | +20.7% | +16.2% | +31.9% |
| 3Y | +46.9% | +260.6% | -213.7% | +16.8% |
| 5Y | +104.2% | +248.9% | -144.7% | +59.2% |
| 10Y | +205.2% | +355.9% | -150.7% | +116.6% |
| All | +2,530.6% | +1,573.0% | +957.5% | +1,311.9% |
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