+12,808.2%
LMT vs RRC
+1,510.8%
+11,297.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.7% |
| 3M | +0.3% | +30.2% | -29.9% | -1.2% |
| 6M | +16.1% | +26.3% | -10.2% | +14.4% |
| YTD | +25.5% | +48.1% | -22.6% | +22.5% |
| 1Y | +34.1% | +37.7% | -3.5% | +31.4% |
| 3Y | +45.1% | +60.3% | -15.2% | +40.1% |
| 5Y | +100.9% | +135.3% | -34.3% | +87.5% |
| 10Y | +199.4% | +73.3% | +126.1% | +168.7% |
| All | +12,808.2% | +1,510.8% | +11,297.4% | +10,327.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling