+25.9%
LMT vs XHB
+5.8%
+20.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +5.4% | -12.3% | -7.0% |
| 7D | -5.5% | +9.7% | -15.3% | -5.9% |
| 30D | +17.5% | +11.7% | +5.8% | +16.9% |
| 3M | +1.6% | -1.4% | +3.0% | +1.6% |
| 6M | +16.3% | +6.8% | +9.5% | +15.6% |
| YTD | +25.3% | +5.5% | +19.8% | +23.8% |
| 1Y | +25.9% | +5.1% | +20.7% | +24.1% |
| All | +25.9% | +5.8% | +20.1% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling