+11,511.2%
LMT vs RRC
+1,198.8%
+10,312.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.3% | +2.1% |
| 7D | -1.5% | -1.2% | -0.3% | -1.5% |
| 30D | -8.2% | +9.4% | -17.7% | -8.7% |
| 3M | +3.7% | +7.4% | -3.7% | +3.3% |
| 6M | -19.2% | +1.5% | -20.6% | -19.3% |
| YTD | +12.9% | +19.4% | -6.5% | +11.6% |
| 1Y | +19.8% | +24.2% | -4.4% | +18.1% |
| 3Y | +37.3% | +32.8% | +4.5% | +34.0% |
| 5Y | +74.4% | +152.9% | -78.5% | +62.0% |
| 10Y | +188.9% | +3.9% | +185.0% | +166.7% |
| All | +11,511.2% | +1,198.8% | +10,312.4% | +9,399.6% |
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