+35.0%
LMT vs RRX
+5.4%
+29.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.7% | -4.8% | -1.3% |
| 7D | -0.2% | -0.3% | +0.1% | -0.2% |
| 30D | -13.1% | -6.1% | -6.9% | -12.9% |
| 3M | -3.9% | -23.1% | +19.2% | -3.2% |
| 6M | -18.3% | -19.5% | +1.3% | -17.9% |
| YTD | +10.3% | +16.1% | -5.7% | +9.2% |
| 1Y | +14.2% | +12.9% | +1.3% | +13.1% |
| 3Y | +35.0% | +7.9% | +27.0% | +42.2% |
| All | +35.0% | +5.4% | +29.6% | +42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling