+185.8%
LMT vs OKE
+266.1%
-80.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -1.3% |
| 7D | -0.2% | +1.2% | -1.5% | -0.4% |
| 30D | -13.1% | +4.5% | -17.6% | -13.7% |
| 3M | -3.9% | +9.6% | -13.5% | -5.4% |
| 6M | -18.3% | +15.4% | -33.6% | -20.5% |
| YTD | +10.3% | +36.5% | -26.1% | +4.2% |
| 1Y | +14.2% | +39.0% | -24.7% | +7.4% |
| 3Y | +35.0% | +74.3% | -39.3% | +20.7% |
| 5Y | +73.2% | +141.2% | -68.0% | +45.4% |
| All | +185.8% | +266.1% | -80.3% | +145.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling