+37.3%
LMT vs ROL
+1.0%
+36.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +2.3% |
| 7D | -1.5% | -3.4% | +1.9% | -1.3% |
| 30D | -8.2% | -6.9% | -1.3% | -7.8% |
| 3M | +3.7% | -24.6% | +28.3% | +6.3% |
| 6M | -19.2% | -39.5% | +20.4% | -14.5% |
| YTD | +12.9% | -41.1% | +54.0% | +19.4% |
| 1Y | +19.8% | -37.9% | +57.7% | +25.4% |
| 3Y | +37.3% | +0.8% | +36.5% | +34.1% |
| All | +37.3% | +1.0% | +36.2% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling