+185.8%
LMT vs XME
+421.4%
-235.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -0.2% | -4.2% | +4.0% | +0.7% |
| 30D | -13.1% | -2.7% | -10.4% | -12.7% |
| 3M | -3.9% | -3.9% | 0.0% | -3.4% |
| 6M | -18.3% | -1.0% | -17.3% | -18.9% |
| YTD | +10.3% | +9.8% | +0.5% | +6.5% |
| 1Y | +14.2% | +32.5% | -18.3% | +4.9% |
| 3Y | +35.0% | +124.3% | -89.4% | +6.2% |
| 5Y | +73.2% | +165.8% | -92.6% | +26.1% |
| All | +185.8% | +421.4% | -235.5% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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