+44.5%
LMT vs RVMD
+622.3%
-577.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -0.2% | -3.0% | +2.8% | -0.1% |
| 30D | -13.1% | -0.7% | -12.3% | -13.1% |
| 3M | -3.9% | +36.5% | -40.4% | -5.2% |
| 6M | -18.3% | +104.6% | -122.9% | -21.0% |
| YTD | +10.3% | +155.8% | -145.5% | +5.5% |
| 1Y | +14.2% | +340.7% | -326.4% | +6.5% |
| 3Y | +35.0% | +519.9% | -484.9% | +22.4% |
| 5Y | +73.2% | +584.9% | -511.7% | +53.7% |
| All | +44.5% | +622.3% | -577.9% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 10y: compounded portfolio wealth divided by compounded RVMD 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…
10y analysis · Full analysis span regression · 6 months rolling