+185.8%
LMT vs ROP
+135.6%
+50.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.2% | -4.6% | +4.4% | +1.6% |
| 30D | -13.1% | -1.7% | -11.4% | -12.6% |
| 3M | -3.9% | +17.1% | -20.9% | -9.9% |
| 6M | -18.3% | +10.9% | -29.1% | -22.1% |
| YTD | +10.3% | -12.1% | +22.4% | +14.6% |
| 1Y | +14.2% | -24.2% | +38.5% | +25.9% |
| 3Y | +35.0% | -20.4% | +55.4% | +42.3% |
| 5Y | +73.2% | -15.4% | +88.6% | +73.5% |
| All | +185.8% | +135.6% | +50.2% | +79.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling