+20.6%
LMT vs ROL
-27.9%
+48.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.2% |
| 7D | +2.5% | +0.8% | +1.8% | +2.5% |
| 30D | +19.2% | +20.6% | -1.4% | +20.2% |
| 3M | +2.7% | +4.5% | -1.8% | +0.4% |
| 6M | +20.6% | -26.5% | +47.1% | +20.8% |
| All | +20.6% | -27.9% | +48.5% | +20.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling