+73.0%
LMT vs ROST
+114.0%
-41.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.5% | -1.3% |
| 7D | -0.2% | +0.2% | -0.4% | -0.2% |
| 30D | -13.1% | -6.9% | -6.2% | -12.7% |
| 3M | -3.9% | -3.3% | -0.6% | -3.7% |
| 6M | -18.3% | +9.0% | -27.3% | -18.8% |
| YTD | +10.3% | +28.9% | -18.5% | +8.3% |
| 1Y | +14.2% | +54.0% | -39.7% | +10.9% |
| 3Y | +35.0% | +100.7% | -65.7% | +28.1% |
| All | +73.0% | +114.0% | -41.0% | +65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling