+185.9%
LMT vs RY
+379.4%
-193.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -1.7% |
| 7D | -1.3% | -0.5% | -0.8% | -1.1% |
| 30D | -12.5% | -1.9% | -10.6% | -11.8% |
| 3M | -0.5% | +5.1% | -5.6% | -2.9% |
| 6M | -20.0% | +28.2% | -48.2% | -28.5% |
| YTD | +10.4% | +22.9% | -12.5% | +0.4% |
| 1Y | +17.7% | +45.5% | -27.8% | -0.7% |
| 3Y | +34.3% | +156.7% | -122.4% | -14.0% |
| 5Y | +71.8% | +137.7% | -65.9% | +11.8% |
| All | +185.9% | +379.4% | -193.5% | +34.8% |
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