+91.3%
LMT vs ROIV
+287.3%
-196.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.6% | -0.9% | +3.7% |
| 7D | -8.5% | +13.3% | -21.9% | -8.6% |
| 30D | +15.4% | +14.8% | +0.7% | +15.3% |
| 3M | +0.7% | +11.9% | -11.3% | +0.5% |
| 6M | +17.6% | +42.4% | -24.8% | +17.3% |
| YTD | +23.8% | +87.4% | -63.6% | +23.3% |
| 1Y | +31.6% | +97.2% | -65.6% | +31.1% |
| 3Y | +44.0% | +375.7% | -331.7% | +43.9% |
| 5Y | +98.8% | +379.0% | -280.2% | +94.2% |
| All | +91.3% | +287.3% | -196.1% | +94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling