+11,275.8%
LMT vs ROL
+9,030.3%
+2,245.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.5% |
| 7D | -6.3% | -1.4% | -4.8% | -6.0% |
| 30D | -8.5% | -4.1% | -4.4% | -7.7% |
| 3M | +1.8% | -22.5% | +24.3% | +6.8% |
| 6M | -19.9% | -37.7% | +17.7% | -12.2% |
| YTD | +10.6% | -39.6% | +50.1% | +21.7% |
| 1Y | +17.9% | -36.0% | +54.0% | +28.1% |
| 3Y | +27.0% | -5.1% | +32.1% | +25.8% |
| 5Y | +68.7% | -3.4% | +72.0% | +64.3% |
| 10Y | +181.1% | +215.2% | -34.2% | +111.9% |
| All | +11,275.8% | +9,030.3% | +2,245.5% | +4,692.0% |
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