+17.2%
LMT vs RVTY
+43.1%
-25.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.2% |
| 7D | -0.5% | -7.4% | +6.9% | -0.2% |
| 30D | -10.8% | +4.5% | -15.3% | -11.0% |
| 3M | +1.6% | +19.5% | -17.9% | +0.3% |
| 6M | -17.6% | +34.1% | -51.7% | -19.0% |
| YTD | +11.6% | +25.3% | -13.7% | +10.0% |
| 1Y | +17.2% | +47.0% | -29.8% | +13.9% |
| All | +17.2% | +43.1% | -25.9% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling