+189.0%
LMT vs RY
+377.5%
-188.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -0.5% | -2.9% | +2.3% | +0.7% |
| 30D | -10.8% | -2.0% | -8.7% | -10.0% |
| 3M | +1.6% | +4.9% | -3.3% | -0.7% |
| 6M | -17.6% | +26.1% | -43.7% | -25.8% |
| YTD | +11.6% | +22.4% | -10.8% | +1.7% |
| 1Y | +17.2% | +44.7% | -27.5% | -0.8% |
| 3Y | +35.7% | +155.7% | -119.9% | -12.9% |
| 5Y | +75.2% | +137.7% | -62.5% | +13.9% |
| All | +189.0% | +377.5% | -188.4% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling