+74.3%
LMT vs ROIV
+295.0%
-220.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +18.8% | -16.7% | +1.9% |
| 7D | -1.5% | +20.2% | -21.7% | -1.7% |
| 30D | -8.2% | +14.1% | -22.4% | -8.4% |
| 3M | +3.7% | +45.6% | -41.9% | +3.4% |
| 6M | -19.2% | +44.1% | -63.3% | -19.4% |
| YTD | +12.9% | +91.2% | -78.3% | +12.4% |
| 1Y | +19.8% | +221.3% | -201.5% | +19.3% |
| 3Y | +37.3% | +229.2% | -191.9% | +36.7% |
| 5Y | +74.4% | +316.5% | -242.1% | +77.9% |
| All | +74.3% | +295.0% | -220.7% | +76.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling