+71.8%
LMT vs RVTY
-34.2%
+106.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.4% | -2.1% |
| 7D | -1.3% | -5.4% | +4.1% | -1.1% |
| 30D | -12.5% | +6.7% | -19.3% | -12.8% |
| 3M | -0.5% | +19.0% | -19.5% | -1.3% |
| 6M | -20.0% | +34.6% | -54.7% | -21.2% |
| YTD | +10.4% | +28.3% | -17.9% | +8.9% |
| 1Y | +17.7% | +46.0% | -28.3% | +15.4% |
| 3Y | +34.3% | +16.9% | +17.4% | +32.5% |
| 5Y | +71.8% | -32.9% | +104.7% | +66.2% |
| All | +71.8% | -34.2% | +106.0% | +66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling