+115.1%
LMT vs ROKU
+880.6%
-765.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.1% |
| 7D | -0.2% | -0.4% | +0.2% | -0.2% |
| 30D | -13.1% | +2.1% | -15.1% | -13.1% |
| 3M | -3.9% | +29.5% | -33.4% | -4.5% |
| 6M | -18.3% | +53.8% | -72.1% | -19.1% |
| YTD | +10.3% | +42.8% | -32.5% | +9.3% |
| 1Y | +14.2% | +60.7% | -46.5% | +12.8% |
| 3Y | +35.0% | +83.9% | -48.9% | +31.5% |
| 5Y | +73.2% | -52.8% | +126.0% | +74.6% |
| All | +115.1% | +880.6% | -765.5% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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