+14.2%
LMT vs RVMD
+375.0%
-360.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -13.0% |
| 3M | -3.9% | +36.5% | -40.4% | -4.6% |
| 6M | -18.3% | +104.6% | -122.9% | -19.4% |
| YTD | +10.3% | +155.8% | -145.5% | +12.1% |
| 1Y | +14.2% | +340.7% | -326.4% | +11.5% |
| All | +14.2% | +375.0% | -360.8% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling