+2,305.2%
LMT vs RMBS
+1,339.3%
+965.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.8% | -1.5% |
| 7D | -6.3% | -0.3% | -5.9% | -6.3% |
| 30D | -8.5% | -12.2% | +3.7% | -8.1% |
| 3M | +1.8% | -49.5% | +51.4% | +4.3% |
| 6M | -19.9% | -7.1% | -12.8% | -20.5% |
| YTD | +10.6% | -7.0% | +17.6% | +9.6% |
| 1Y | +17.9% | +13.3% | +4.6% | +15.5% |
| 3Y | +27.0% | +49.2% | -22.3% | +21.0% |
| 5Y | +68.7% | +250.0% | -181.3% | +53.3% |
| 10Y | +181.1% | +495.1% | -314.0% | +146.9% |
| All | +2,305.2% | +1,339.3% | +965.9% | +1,743.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling