+71.8%
LMT vs XLB
+35.5%
+36.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.9% |
| 7D | -1.3% | -2.9% | +1.6% | -0.5% |
| 30D | -12.5% | -3.4% | -9.1% | -11.7% |
| 3M | -0.5% | +1.6% | -2.1% | -1.0% |
| 6M | -20.0% | +3.6% | -23.7% | -21.0% |
| YTD | +10.4% | +14.2% | -3.9% | +6.0% |
| 1Y | +17.7% | +15.6% | +2.1% | +12.6% |
| 3Y | +34.3% | +33.1% | +1.2% | +22.4% |
| 5Y | +71.8% | +35.1% | +36.8% | +51.5% |
| All | +71.8% | +35.5% | +36.3% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling