+75.2%
LMT vs XHB
+30.4%
+44.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.3% |
| 7D | -0.5% | -5.2% | +4.7% | -0.1% |
| 30D | -10.8% | -12.1% | +1.4% | -9.9% |
| 3M | +1.6% | -6.2% | +7.8% | +1.9% |
| 6M | -17.6% | -6.7% | -10.9% | -17.3% |
| YTD | +11.6% | -5.5% | +17.0% | +11.7% |
| 1Y | +17.2% | -15.6% | +32.9% | +18.4% |
| 3Y | +35.7% | +22.0% | +13.7% | +31.5% |
| 5Y | +75.2% | +31.8% | +43.4% | +64.1% |
| All | +75.2% | +30.4% | +44.8% | +64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling