+1,287.5%
LMT vs XHB
+167.3%
+1,120.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +2.7% |
| 7D | -1.5% | +0.2% | -1.7% | -1.6% |
| 30D | -8.2% | -9.1% | +0.8% | -6.0% |
| 3M | +3.7% | -2.3% | +6.0% | +4.0% |
| 6M | -19.2% | -4.1% | -15.0% | -18.9% |
| YTD | +12.9% | -1.7% | +14.6% | +12.3% |
| 1Y | +19.8% | -15.1% | +34.9% | +23.8% |
| 3Y | +37.3% | +26.8% | +10.4% | +23.2% |
| 5Y | +74.4% | +37.3% | +37.0% | +48.9% |
| 10Y | +188.9% | +205.7% | -16.8% | +88.3% |
| All | +1,287.5% | +167.3% | +1,120.2% | +659.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling