+73.3%
LMT vs RMBS
+267.8%
-194.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.2% |
| 7D | -1.3% | +3.5% | -4.8% | -1.3% |
| 30D | -12.5% | -8.6% | -3.9% | -12.5% |
| 3M | -0.5% | -40.3% | +39.9% | -0.6% |
| 6M | -20.0% | -1.0% | -19.0% | -20.6% |
| YTD | +10.4% | -4.6% | +15.0% | +9.7% |
| 1Y | +17.7% | +17.6% | +0.1% | +16.9% |
| 3Y | +34.3% | +58.6% | -24.4% | +32.3% |
| All | +73.3% | +267.8% | -194.5% | +56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling