+7,700.9%
LHX vs ROL
+9,030.3%
-1,329.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | -2.0% | -1.4% | -0.5% | -1.5% |
| 30D | -9.9% | -4.1% | -5.9% | -8.8% |
| 3M | -16.5% | -22.5% | +6.0% | -10.0% |
| 6M | -29.6% | -37.7% | +8.1% | -18.8% |
| YTD | -11.6% | -39.6% | +28.0% | +2.7% |
| 1Y | -4.1% | -36.0% | +31.9% | +9.2% |
| 3Y | +53.3% | -5.1% | +58.4% | +52.0% |
| 5Y | +22.3% | -3.4% | +25.6% | +18.7% |
| 10Y | +231.9% | +215.2% | +16.6% | +113.3% |
| All | +7,700.9% | +9,030.3% | -1,329.3% | +1,834.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling