-9.7%
RKT vs LMT
+73.4%
-83.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.9% |
| 7D | -7.2% | -0.5% | -6.7% | -7.2% |
| 30D | -7.9% | -10.8% | +2.9% | -7.3% |
| 3M | +5.2% | +1.6% | +3.6% | +4.8% |
| 6M | -14.9% | -17.6% | +2.7% | -13.6% |
| YTD | -31.9% | +11.6% | -43.5% | -33.0% |
| 1Y | -36.9% | +17.2% | -54.1% | -38.2% |
| 3Y | +35.7% | +35.7% | 0.0% | +26.1% |
| 5Y | -9.7% | +75.2% | -84.9% | -28.8% |
| All | -9.7% | +73.4% | -83.1% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 LMT 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