+35.0%
LMT vs RSG
+57.7%
-22.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -13.1% | +4.0% | -17.0% | -14.0% |
| 3M | -3.9% | +7.4% | -11.2% | -5.9% |
| 6M | -18.3% | +0.1% | -18.4% | -18.3% |
| YTD | +10.3% | +6.0% | +4.3% | +8.1% |
| 1Y | +14.2% | -3.0% | +17.2% | +15.1% |
| 3Y | +35.0% | +56.5% | -21.5% | +7.7% |
| All | +35.0% | +57.7% | -22.7% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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