+73.0%
LMT vs RNG
-68.4%
+141.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -0.2% | -6.1% | +5.9% | -0.2% |
| 30D | -13.1% | +9.6% | -22.7% | -13.1% |
| 3M | -3.9% | +83.3% | -87.2% | -3.8% |
| 6M | -18.3% | +77.9% | -96.2% | -18.2% |
| YTD | +10.3% | +139.9% | -129.6% | +10.6% |
| 1Y | +14.2% | +121.7% | -107.4% | +14.5% |
| 3Y | +35.0% | +121.9% | -86.9% | +34.8% |
| All | +73.0% | -68.4% | +141.4% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling