+190.4%
LMT vs XLB
+163.6%
+26.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | +5.1% | +0.5% | +4.6% | +4.9% |
| 30D | +14.1% | +5.2% | +9.0% | +11.4% |
| 3M | +0.3% | +0.3% | 0.0% | -0.1% |
| 6M | +16.1% | +1.2% | +14.9% | +15.0% |
| YTD | +25.5% | +16.6% | +8.8% | +15.6% |
| 1Y | +34.1% | +21.4% | +12.7% | +21.0% |
| 3Y | +45.1% | +43.2% | +1.9% | +18.3% |
| 5Y | +100.9% | +28.0% | +72.9% | +70.5% |
| All | +190.4% | +163.6% | +26.8% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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