+11,511.2%
LMT vs ROST
+69,765.8%
-58,254.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.1% |
| 7D | -1.5% | 0.0% | -1.6% | -1.5% |
| 30D | -8.2% | -10.2% | +1.9% | -7.2% |
| 3M | +3.7% | +1.0% | +2.7% | +3.5% |
| 6M | -19.2% | +8.7% | -27.9% | -20.1% |
| YTD | +12.9% | +27.8% | -15.0% | +9.4% |
| 1Y | +19.8% | +52.7% | -32.9% | +13.7% |
| 3Y | +37.3% | +97.5% | -60.2% | +25.8% |
| 5Y | +74.4% | +111.6% | -37.2% | +56.3% |
| 10Y | +188.9% | +302.2% | -113.3% | +138.7% |
| All | +11,511.2% | +69,765.8% | -58,254.6% | +6,503.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling