+17.7%
LMT vs ROL
-38.8%
+56.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.2% |
| 7D | -1.3% | -3.3% | +1.9% | -1.5% |
| 30D | -12.5% | -7.2% | -5.3% | -12.9% |
| 3M | -0.5% | -27.0% | +26.5% | -1.0% |
| 6M | -20.0% | -39.5% | +19.5% | -19.4% |
| YTD | +10.4% | -41.8% | +52.2% | +10.7% |
| 1Y | +17.7% | -38.9% | +56.6% | +17.5% |
| All | +17.7% | -38.8% | +56.5% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling