+12,982.6%
LMT vs ROL
+9,602.3%
+3,380.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | +4.8% | -1.7% | +6.5% | +5.2% |
| 30D | +19.9% | +18.5% | +1.3% | +15.7% |
| 3M | +0.2% | +4.3% | -4.2% | -0.9% |
| 6M | +17.4% | -27.7% | +45.2% | +24.7% |
| YTD | +27.2% | -35.8% | +62.9% | +38.0% |
| 1Y | +35.6% | -34.1% | +69.7% | +46.2% |
| 3Y | +47.1% | +2.9% | +44.2% | +43.2% |
| 5Y | +103.7% | +12.7% | +90.9% | +92.1% |
| 10Y | +203.5% | +212.6% | -9.1% | +128.6% |
| All | +12,982.6% | +9,602.3% | +3,380.3% | +5,330.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling