+17.9%
LMT vs ROK
+29.3%
-11.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.5% |
| 7D | -6.3% | +0.7% | -6.9% | -6.3% |
| 30D | -8.5% | -3.3% | -5.2% | -8.4% |
| 3M | +1.8% | -5.9% | +7.7% | +1.7% |
| 6M | -19.9% | +13.9% | -33.8% | -21.1% |
| YTD | +10.6% | +12.6% | -2.0% | +9.2% |
| 1Y | +17.9% | +28.6% | -10.6% | +16.5% |
| All | +17.9% | +29.3% | -11.4% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling