+1,259.4%
LMT vs XHB
+173.9%
+1,085.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.7% |
| 7D | -6.3% | -1.3% | -5.0% | -5.9% |
| 30D | -8.5% | -6.9% | -1.6% | -6.8% |
| 3M | +1.8% | -1.3% | +3.1% | +1.8% |
| 6M | -19.9% | -6.8% | -13.1% | -19.0% |
| YTD | +10.6% | +0.7% | +9.8% | +9.3% |
| 1Y | +17.9% | -11.2% | +29.2% | +20.4% |
| 3Y | +27.0% | +25.3% | +1.6% | +14.4% |
| 5Y | +68.7% | +37.3% | +31.3% | +44.2% |
| 10Y | +181.1% | +211.5% | -30.4% | +82.3% |
| All | +1,259.4% | +173.9% | +1,085.5% | +639.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling