+25.9%
LMT vs RNG
+179.4%
-153.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.2% | -6.6% | -6.9% |
| 7D | -5.5% | -9.6% | +4.0% | -5.7% |
| 30D | +17.5% | -1.4% | +18.8% | +17.4% |
| 3M | +1.6% | +28.8% | -27.2% | +1.9% |
| 6M | +16.3% | +65.6% | -49.3% | +16.7% |
| YTD | +25.3% | +171.4% | -146.1% | +29.3% |
| 1Y | +25.9% | +185.3% | -159.5% | +31.6% |
| All | +25.9% | +179.4% | -153.6% | +31.6% |
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