+73.0%
LMT vs TROW
-39.3%
+112.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | -0.2% | -3.2% | +3.0% | +0.1% |
| 30D | -13.1% | -4.6% | -8.5% | -12.7% |
| 3M | -3.9% | -0.7% | -3.2% | -3.9% |
| 6M | -18.3% | +22.2% | -40.5% | -19.7% |
| YTD | +10.3% | +6.6% | +3.7% | +9.6% |
| 1Y | +14.2% | +5.8% | +8.4% | +13.5% |
| 3Y | +35.0% | +11.6% | +23.4% | +32.5% |
| All | +73.0% | -39.3% | +112.4% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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