+25.9%
LMT vs XLRE
+14.1%
+11.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.3% | -10.2% | -7.9% |
| 7D | -5.5% | +7.1% | -12.6% | -8.0% |
| 30D | +17.5% | +10.9% | +6.5% | +12.9% |
| 3M | +1.6% | +0.7% | +0.9% | +1.1% |
| 6M | +16.3% | +4.1% | +12.2% | +14.0% |
| YTD | +25.3% | +14.5% | +10.7% | +15.3% |
| 1Y | +25.9% | +14.1% | +11.8% | +15.8% |
| All | +25.9% | +14.1% | +11.7% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 1y: compounded portfolio wealth divided by compounded XLRE 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…
1y analysis · Full analysis span regression · 6 months rolling