+19.8%
LMT vs RY
+45.9%
-26.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.8% | +2.2% |
| 7D | -1.5% | +2.7% | -4.2% | -1.9% |
| 30D | -8.2% | -1.0% | -7.3% | -8.1% |
| 3M | +3.7% | +7.6% | -3.9% | +1.7% |
| 6M | -19.2% | +29.5% | -48.6% | -24.5% |
| YTD | +12.9% | +24.2% | -11.3% | +6.4% |
| 1Y | +19.8% | +46.4% | -26.6% | +6.4% |
| All | +19.8% | +45.9% | -26.1% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling