+9,501.8%
LMT vs ROP
+25,523.2%
-16,021.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.1% | -0.8% |
| 7D | -6.3% | -4.4% | -1.8% | -5.5% |
| 30D | -8.5% | +3.2% | -11.7% | -9.0% |
| 3M | +1.8% | +23.1% | -21.2% | -2.0% |
| 6M | -19.9% | +13.3% | -33.2% | -21.9% |
| YTD | +10.6% | -7.9% | +18.4% | +11.5% |
| 1Y | +17.9% | -22.1% | +40.0% | +22.4% |
| 3Y | +27.0% | -16.8% | +43.8% | +29.5% |
| 5Y | +68.7% | -13.5% | +82.2% | +69.8% |
| 10Y | +181.1% | +137.7% | +43.4% | +140.0% |
| All | +9,501.8% | +25,523.2% | -16,021.4% | +5,729.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling