+99.9%
LMT vs ROP
+1.9%
+98.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.9% |
| 3M | +0.3% | +21.1% | -20.8% | -3.4% |
| 6M | +16.1% | +52.5% | -36.4% | +7.4% |
| YTD | +25.5% | +8.9% | +16.6% | +22.4% |
| 1Y | +34.1% | +8.2% | +25.9% | +31.0% |
| 3Y | +45.1% | -5.2% | +50.2% | +43.8% |
| All | +99.9% | +1.9% | +98.0% | +87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling