+190.4%
LMT vs RRC
+73.1%
+117.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.1% | -1.4% |
| 7D | +5.1% | +6.4% | -1.3% | +4.7% |
| 30D | +14.1% | +23.9% | -9.7% | +12.8% |
| 3M | +0.3% | +30.2% | -29.9% | -1.2% |
| 6M | +16.1% | +26.3% | -10.2% | +14.5% |
| YTD | +25.5% | +48.1% | -22.6% | +22.6% |
| 1Y | +34.1% | +37.7% | -3.5% | +31.5% |
| 3Y | +45.1% | +60.3% | -15.2% | +40.2% |
| 5Y | +100.9% | +135.3% | -34.3% | +88.5% |
| All | +190.4% | +73.1% | +117.3% | +155.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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