+17.9%
LMT vs ROP
-21.5%
+39.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.1% | -1.1% |
| 7D | -6.3% | -4.4% | -1.8% | -5.9% |
| 30D | -8.5% | +3.2% | -11.7% | -8.7% |
| 3M | +1.8% | +23.1% | -21.2% | -0.2% |
| 6M | -19.9% | +13.3% | -33.2% | -21.6% |
| YTD | +10.6% | -7.9% | +18.4% | +7.1% |
| 1Y | +17.9% | -22.1% | +40.0% | +14.3% |
| All | +17.9% | -21.5% | +39.4% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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