+185.8%
LMT vs XHB
+215.4%
-29.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.5% |
| 7D | -0.2% | -4.6% | +4.4% | +1.0% |
| 30D | -13.1% | -9.1% | -3.9% | -11.0% |
| 3M | -3.9% | -8.6% | +4.7% | -2.0% |
| 6M | -18.3% | -4.0% | -14.2% | -18.1% |
| YTD | +10.3% | -3.9% | +14.3% | +10.4% |
| 1Y | +14.2% | -16.5% | +30.7% | +18.5% |
| 3Y | +35.0% | +22.6% | +12.4% | +20.6% |
| 5Y | +73.2% | +33.9% | +39.3% | +46.3% |
| All | +185.8% | +215.4% | -29.6% | +70.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling