+222.0%
LHX vs ROL
+211.6%
+10.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | -4.3% | -3.2% | -1.1% | -3.3% |
| 30D | -15.1% | -4.9% | -10.2% | -13.8% |
| 3M | -21.0% | -25.8% | +4.9% | -13.6% |
| 6M | -32.0% | -37.6% | +5.6% | -21.5% |
| YTD | -15.3% | -41.5% | +26.2% | -0.5% |
| 1Y | -11.1% | -39.5% | +28.4% | +3.2% |
| 3Y | +54.0% | +0.1% | +53.9% | +48.9% |
| 5Y | +17.1% | -4.6% | +21.7% | +13.2% |
| All | +222.0% | +211.6% | +10.4% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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