+185.8%
LMT vs RMD
+274.3%
-88.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -0.2% | -4.4% | +4.2% | +0.6% |
| 30D | -13.1% | -3.1% | -9.9% | -12.6% |
| 3M | -3.9% | +13.8% | -17.6% | -6.6% |
| 6M | -18.3% | -8.6% | -9.7% | -17.3% |
| YTD | +10.3% | -8.6% | +19.0% | +11.5% |
| 1Y | +14.2% | -19.7% | +33.9% | +18.3% |
| 3Y | +35.0% | +48.4% | -13.4% | +19.1% |
| 5Y | +73.2% | -22.7% | +96.0% | +76.6% |
| All | +185.8% | +274.3% | -88.5% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 10y: compounded portfolio wealth divided by compounded RMD 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…
10y analysis · Full analysis span regression · 6 months rolling