+222.0%
LHX vs ROK
+357.9%
-135.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.6% |
| 7D | -4.3% | -1.2% | -3.0% | -3.9% |
| 30D | -15.1% | -4.8% | -10.3% | -14.1% |
| 3M | -21.0% | -6.1% | -14.9% | -20.1% |
| 6M | -32.0% | +15.5% | -47.5% | -35.4% |
| YTD | -15.3% | +11.2% | -26.5% | -19.0% |
| 1Y | -11.1% | +23.8% | -34.9% | -17.5% |
| 3Y | +54.0% | +53.1% | +0.9% | +30.1% |
| 5Y | +17.1% | +48.3% | -31.2% | -2.7% |
| All | +222.0% | +357.9% | -135.9% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling