+35.1%
LMT vs ROP
-18.8%
+53.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.8% | -2.0% |
| 7D | -1.3% | -6.1% | +4.8% | -0.6% |
| 30D | -12.5% | -3.4% | -9.2% | -12.1% |
| 3M | -0.5% | +16.7% | -17.1% | -2.6% |
| 6M | -20.0% | +8.1% | -28.1% | -21.2% |
| YTD | +10.4% | -11.7% | +22.1% | +11.1% |
| 1Y | +17.7% | -24.2% | +41.9% | +21.1% |
| All | +35.1% | -18.8% | +53.8% | +33.9% |
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