+17.9%
LMT vs ROIV
+177.7%
-159.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -3.0% | -1.6% |
| 7D | -6.3% | +0.6% | -6.9% | -6.3% |
| 30D | -8.5% | +1.0% | -9.4% | -8.6% |
| 3M | +1.8% | +18.3% | -16.5% | +0.2% |
| 6M | -19.9% | +18.3% | -38.3% | -21.4% |
| YTD | +10.6% | +61.0% | -50.4% | +6.1% |
| 1Y | +17.9% | +177.9% | -159.9% | +13.4% |
| All | +17.9% | +177.7% | -159.7% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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