+190.4%
LMT vs ROP
+185.2%
+5.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.5% |
| 7D | +5.1% | +0.7% | +4.4% | +4.8% |
| 30D | +14.1% | +28.8% | -14.7% | +3.4% |
| 3M | +0.3% | +21.1% | -20.8% | -7.2% |
| 6M | +16.1% | +52.5% | -36.4% | -2.2% |
| YTD | +25.5% | +8.9% | +16.6% | +19.7% |
| 1Y | +34.1% | +8.2% | +25.9% | +28.2% |
| 3Y | +45.1% | -5.2% | +50.2% | +43.3% |
| 5Y | +100.9% | +1.7% | +99.2% | +88.1% |
| All | +190.4% | +185.2% | +5.2% | +73.0% |
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