+11,380.6%
LMT vs RRX
+3,748.6%
+7,632.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.4% |
| 7D | -0.5% | -3.7% | +3.2% | +0.1% |
| 30D | -10.8% | -9.3% | -1.5% | -9.4% |
| 3M | +1.6% | -21.8% | +23.4% | +4.9% |
| 6M | -17.6% | -22.0% | +4.5% | -15.5% |
| YTD | +11.6% | +11.9% | -0.4% | +7.3% |
| 1Y | +17.2% | +11.6% | +5.6% | +12.3% |
| 3Y | +35.7% | +2.2% | +33.5% | +27.7% |
| 5Y | +75.2% | +14.9% | +60.3% | +57.6% |
| 10Y | +190.1% | +214.2% | -24.2% | +112.4% |
| All | +11,380.6% | +3,748.6% | +7,632.0% | +7,011.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling