+185.8%
LMT vs ROST
+317.9%
-132.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.5% | -1.6% |
| 7D | -0.2% | +0.2% | -0.4% | -0.3% |
| 30D | -13.1% | -6.9% | -6.2% | -11.9% |
| 3M | -3.9% | -3.3% | -0.6% | -3.5% |
| 6M | -18.3% | +9.0% | -27.3% | -20.0% |
| YTD | +10.3% | +28.9% | -18.5% | +4.4% |
| 1Y | +14.2% | +54.0% | -39.7% | +4.1% |
| 3Y | +35.0% | +100.7% | -65.7% | +14.8% |
| 5Y | +73.2% | +116.0% | -42.8% | +41.9% |
| All | +185.8% | +317.9% | -132.1% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling