+191.3%
LMT vs RY
+360.9%
-169.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.0% |
| 7D | -11.0% | -0.9% | -10.1% | -10.7% |
| 30D | +13.6% | +5.9% | +7.7% | +10.8% |
| 3M | -2.1% | -4.3% | +2.2% | -0.5% |
| 6M | +11.7% | +12.1% | -0.4% | +5.8% |
| YTD | +19.4% | +20.3% | -0.9% | +9.4% |
| 1Y | +24.1% | +41.0% | -16.9% | +6.0% |
| 3Y | +36.2% | +157.5% | -121.4% | -13.0% |
| 5Y | +90.7% | +123.2% | -32.5% | +28.2% |
| All | +191.3% | +360.9% | -169.6% | +46.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling