+11,511.2%
LMT vs ROK
+15,675.2%
-4,164.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.1% | +2.3% |
| 7D | -1.5% | +2.8% | -4.3% | -2.2% |
| 30D | -8.2% | -2.4% | -5.8% | -7.8% |
| 3M | +3.7% | -4.7% | +8.4% | +4.4% |
| 6M | -19.2% | +16.8% | -35.9% | -22.5% |
| YTD | +12.9% | +11.4% | +1.5% | +9.1% |
| 1Y | +19.8% | +26.2% | -6.4% | +12.3% |
| 3Y | +37.3% | +51.9% | -14.6% | +19.9% |
| 5Y | +74.4% | +46.4% | +28.0% | +49.7% |
| 10Y | +188.9% | +343.5% | -154.6% | +84.7% |
| All | +11,511.2% | +15,675.2% | -4,164.0% | +2,737.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling