+99.9%
LMT vs ROST
+109.2%
-9.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.2% |
| 7D | +5.1% | +0.3% | +4.9% | +5.1% |
| 30D | +14.1% | +0.5% | +13.7% | +14.1% |
| 3M | +0.3% | -5.2% | +5.5% | +0.6% |
| 6M | +16.1% | +9.8% | +6.3% | +15.3% |
| YTD | +25.5% | +29.4% | -3.9% | +23.2% |
| 1Y | +34.1% | +44.4% | -10.2% | +30.8% |
| 3Y | +45.1% | +95.0% | -49.9% | +38.1% |
| All | +99.9% | +109.2% | -9.4% | +92.4% |
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