+70.8%
LMT vs ROIV
+232.7%
-161.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -3.0% | -1.5% |
| 7D | -6.3% | +0.6% | -6.9% | -6.3% |
| 30D | -8.5% | +1.0% | -9.4% | -8.5% |
| 3M | +1.8% | +18.3% | -16.5% | +1.7% |
| 6M | -19.9% | +18.3% | -38.3% | -20.1% |
| YTD | +10.6% | +61.0% | -50.4% | +10.3% |
| 1Y | +17.9% | +177.9% | -159.9% | +17.7% |
| 3Y | +27.0% | +199.1% | -172.1% | +26.7% |
| 5Y | +68.7% | +250.7% | -182.0% | +72.3% |
| All | +70.8% | +232.7% | -161.9% | +73.6% |
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