+190.4%
LMT vs ROL
+221.5%
-31.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -2.0% |
| 7D | +5.1% | +3.0% | +2.1% | +4.4% |
| 30D | +14.1% | +19.8% | -5.6% | +9.1% |
| 3M | +0.3% | +7.9% | -7.6% | -1.9% |
| 6M | +16.1% | -25.6% | +41.7% | +24.3% |
| YTD | +25.5% | -34.1% | +59.6% | +38.2% |
| 1Y | +34.1% | -31.4% | +65.5% | +45.9% |
| 3Y | +45.1% | +4.7% | +40.4% | +37.9% |
| 5Y | +100.9% | +15.6% | +85.3% | +81.5% |
| All | +190.4% | +221.5% | -31.2% | +87.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling