+25.9%
LMT vs RRX
+30.0%
-4.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.6% | -3.2% | -6.8% |
| 7D | -5.5% | +7.6% | -13.1% | -5.6% |
| 30D | +17.5% | +7.5% | +9.9% | +17.4% |
| 3M | +1.6% | -21.0% | +22.6% | +2.9% |
| 6M | +16.3% | -18.1% | +34.4% | +17.1% |
| YTD | +25.3% | +24.3% | +1.0% | +21.1% |
| 1Y | +25.9% | +29.3% | -3.4% | +23.0% |
| All | +25.9% | +30.0% | -4.1% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling