+2,354.9%
LMT vs RMBS
+1,363.4%
+991.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +2.0% |
| 7D | -1.5% | +3.0% | -4.5% | -1.7% |
| 30D | -8.2% | -14.4% | +6.2% | -7.7% |
| 3M | +3.7% | -42.8% | +46.6% | +5.8% |
| 6M | -19.2% | -1.4% | -17.8% | -19.9% |
| YTD | +12.9% | -5.4% | +18.3% | +11.8% |
| 1Y | +19.8% | +18.6% | +1.2% | +17.1% |
| 3Y | +37.3% | +57.3% | -20.0% | +30.5% |
| 5Y | +74.4% | +265.7% | -191.3% | +58.2% |
| 10Y | +188.9% | +546.0% | -357.1% | +153.1% |
| All | +2,354.9% | +1,363.4% | +991.5% | +1,780.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded RMBS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling