+71.8%
LMT vs RRC
+154.4%
-82.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | -1.3% | -1.7% | +0.4% | -1.2% |
| 30D | -12.5% | +3.6% | -16.1% | -12.8% |
| 3M | -0.5% | +8.8% | -9.3% | -1.2% |
| 6M | -20.0% | +0.8% | -20.8% | -20.2% |
| YTD | +10.4% | +19.0% | -8.6% | +8.7% |
| 1Y | +17.7% | +22.9% | -5.2% | +15.4% |
| 3Y | +34.3% | +32.3% | +2.0% | +29.5% |
| 5Y | +71.8% | +151.6% | -79.8% | +56.9% |
| All | +71.8% | +154.4% | -82.5% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling