+1,254.5%
LMT vs XME
+246.2%
+1,008.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +0.9% | +1.8% |
| 7D | -1.5% | +3.6% | -5.1% | -2.3% |
| 30D | -8.2% | +3.6% | -11.9% | -9.1% |
| 3M | +3.7% | +1.2% | +2.5% | +3.0% |
| 6M | -19.2% | +9.0% | -28.2% | -21.5% |
| YTD | +12.9% | +15.9% | -3.1% | +7.8% |
| 1Y | +19.8% | +43.2% | -23.4% | +8.6% |
| 3Y | +37.3% | +137.4% | -100.1% | +8.7% |
| 5Y | +74.4% | +185.0% | -110.7% | +29.1% |
| 10Y | +188.9% | +409.5% | -220.6% | +76.9% |
| All | +1,254.5% | +246.2% | +1,008.4% | +660.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling