+25.9%
LMT vs OKE
+43.1%
-17.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.6% | -3.2% | -6.2% |
| 7D | -5.5% | -5.2% | -0.3% | -4.6% |
| 30D | +17.5% | +1.1% | +16.3% | +17.4% |
| 3M | +1.6% | +2.2% | -0.6% | +1.7% |
| 6M | +16.3% | 0.0% | +16.3% | +16.5% |
| YTD | +25.3% | +26.5% | -1.3% | +24.5% |
| 1Y | +25.9% | +44.6% | -18.7% | +25.0% |
| All | +25.9% | +43.1% | -17.3% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 1y: compounded portfolio wealth divided by compounded OKE 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…
1y analysis · Full analysis span regression · 6 months rolling