+209.8%
RSP vs LMT
+184.4%
+25.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.2% |
| 7D | -1.8% | -1.3% | -0.5% | -1.4% |
| 30D | -2.5% | -12.5% | +10.0% | +1.9% |
| 3M | +3.0% | -0.5% | +3.5% | +2.4% |
| 6M | +8.9% | -20.0% | +28.9% | +16.9% |
| YTD | +13.0% | +10.4% | +2.6% | +7.0% |
| 1Y | +16.2% | +17.7% | -1.5% | +7.2% |
| 3Y | +52.7% | +34.3% | +18.4% | +29.6% |
| 5Y | +50.5% | +71.8% | -21.3% | +9.8% |
| 10Y | +209.8% | +187.0% | +22.9% | +101.9% |
| All | +209.8% | +184.4% | +25.5% | +101.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling