+190.4%
LMT vs RVTY
+211.6%
-21.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.3% | -1.1% |
| 7D | +5.1% | -0.5% | +5.6% | +5.2% |
| 30D | +14.1% | +1.5% | +12.6% | +13.8% |
| 3M | +0.3% | +31.5% | -31.2% | -3.8% |
| 6M | +16.1% | +62.7% | -46.6% | +7.8% |
| YTD | +25.5% | +60.0% | -34.5% | +16.2% |
| 1Y | +34.1% | +65.7% | -31.6% | +23.4% |
| 3Y | +45.1% | +85.2% | -40.1% | +27.6% |
| 5Y | +100.9% | -14.9% | +115.8% | +102.5% |
| All | +190.4% | +211.6% | -21.2% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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