+36.5%
LMT vs RVMD
+536.1%
-499.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.1% |
| 7D | -0.5% | -3.6% | +3.0% | -0.4% |
| 30D | -10.8% | -1.1% | -9.7% | -10.7% |
| 3M | +1.6% | +41.0% | -39.4% | +0.5% |
| 6M | -17.6% | +105.7% | -123.3% | -19.4% |
| YTD | +11.6% | +155.3% | -143.7% | +8.8% |
| 1Y | +17.2% | +402.7% | -385.5% | +11.7% |
| All | +36.5% | +536.1% | -499.6% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling