+479.5%
LMT vs RNG
+305.9%
+173.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -1.3% | -4.1% | +2.7% | -1.2% |
| 30D | -12.5% | +8.6% | -21.2% | -12.9% |
| 3M | -0.5% | +78.0% | -78.4% | -3.4% |
| 6M | -20.0% | +67.0% | -87.1% | -22.4% |
| YTD | +10.4% | +142.4% | -132.0% | +4.7% |
| 1Y | +17.7% | +120.4% | -102.7% | +12.1% |
| 3Y | +34.3% | +122.1% | -87.8% | +25.8% |
| 5Y | +71.8% | -69.8% | +141.7% | +81.7% |
| 10Y | +187.0% | +223.4% | -36.4% | +126.1% |
| All | +479.5% | +305.9% | +173.7% | +342.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling