+11,380.6%
LMT vs OKE
+15,943.7%
-4,563.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | -10.8% | +4.6% | -15.4% | -11.5% |
| 3M | +1.6% | +6.9% | -5.4% | +0.3% |
| 6M | -17.6% | +15.8% | -33.3% | -20.1% |
| YTD | +11.6% | +35.2% | -23.6% | +4.9% |
| 1Y | +17.2% | +37.6% | -20.3% | +9.7% |
| 3Y | +35.7% | +72.0% | -36.3% | +20.3% |
| 5Y | +75.2% | +139.0% | -63.8% | +44.2% |
| 10Y | +190.1% | +258.7% | -68.6% | +104.2% |
| All | +11,380.6% | +15,943.7% | -4,563.0% | +3,706.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling