+35.0%
LMT vs OKE
+72.4%
-37.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -5.3% |
| 6M | -18.3% | +15.4% | -33.6% | -20.3% |
| YTD | +10.3% | +36.5% | -26.1% | +4.3% |
| 1Y | +14.2% | +39.0% | -24.7% | +7.5% |
| 3Y | +35.0% | +74.3% | -39.3% | +10.5% |
| All | +35.0% | +72.4% | -37.4% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling