Nope. Rolling back to a previous update is possible, provided that you don't go back in the security level. But you want to downgrade to Lollipop on a phone that shipped with Marshmallow?! That's simply not possible without serious tweakimg and dev work, work that most sane developers are never going to put in simply because well, you're the only one that has ever asked for the atrocity known as Android Lollipop.