+1,960.7%
LMT vs RSG
+2,013.0%
-52.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | -12.5% | +3.7% | -16.2% | -13.4% |
| 3M | -0.5% | +6.2% | -6.6% | -2.2% |
| 6M | -20.0% | -2.8% | -17.2% | -19.7% |
| YTD | +10.4% | +5.9% | +4.5% | +8.3% |
| 1Y | +17.7% | -1.8% | +19.5% | +17.8% |
| 3Y | +34.3% | +57.5% | -23.2% | +18.0% |
| 5Y | +71.8% | +91.1% | -19.3% | +42.8% |
| 10Y | +187.0% | +428.1% | -241.1% | +88.4% |
| All | +1,960.7% | +2,013.0% | -52.3% | +960.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling