+17.9%
LMT vs RNG
+144.7%
-126.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -1.5% |
| 7D | -6.3% | +5.8% | -12.0% | -6.2% |
| 30D | -8.5% | +19.6% | -28.1% | -8.3% |
| 3M | +1.8% | +67.0% | -65.2% | +2.2% |
| 6M | -19.9% | +88.4% | -108.3% | -19.3% |
| YTD | +10.6% | +155.5% | -144.9% | +13.7% |
| 1Y | +17.9% | +141.7% | -123.7% | +21.8% |
| All | +17.9% | +144.7% | -126.8% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling