+45.1%
LMT vs ROP
-5.1%
+50.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.4% |
| 7D | +5.1% | +0.7% | +4.4% | +5.0% |
| 30D | +14.1% | +28.8% | -14.7% | +9.9% |
| 3M | +0.3% | +21.1% | -20.8% | -2.8% |
| 6M | +16.1% | +52.5% | -36.4% | +9.6% |
| YTD | +25.5% | +8.9% | +16.6% | +21.9% |
| 1Y | +34.1% | +8.2% | +25.9% | +30.4% |
| 3Y | +45.1% | -5.2% | +50.2% | +40.9% |
| All | +45.1% | -5.1% | +50.2% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling