+7,517.2%
LHX vs ROK
+15,563.1%
-8,045.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | -3.7% | +0.2% | -3.9% | -3.8% |
| 30D | -13.2% | -1.8% | -11.4% | -12.7% |
| 3M | -18.4% | -7.2% | -11.2% | -16.9% |
| 6M | -32.0% | +14.2% | -46.1% | -35.8% |
| YTD | -13.6% | +10.6% | -24.2% | -17.9% |
| 1Y | -6.0% | +25.9% | -31.9% | -14.6% |
| 3Y | +57.9% | +50.8% | +7.2% | +29.8% |
| 5Y | +19.2% | +47.0% | -27.8% | -4.5% |
| 10Y | +232.3% | +354.9% | -122.6% | +69.2% |
| All | +7,517.2% | +15,563.1% | -8,045.9% | +1,080.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling