+75.2%
LMT vs XME
+167.8%
-92.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.7% | +4.8% | +1.6% |
| 7D | -0.5% | -3.0% | +2.5% | -0.1% |
| 30D | -10.8% | -2.6% | -8.2% | -10.5% |
| 3M | +1.6% | +2.2% | -0.6% | +1.0% |
| 6M | -17.6% | +0.7% | -18.3% | -18.2% |
| YTD | +11.6% | +10.9% | +0.7% | +8.7% |
| 1Y | +17.2% | +35.7% | -18.5% | +10.2% |
| 3Y | +35.7% | +127.1% | -91.4% | +14.2% |
| 5Y | +75.2% | +168.5% | -93.3% | +39.5% |
| All | +75.2% | +167.8% | -92.6% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling