+185.8%
LMT vs XOP
+58.6%
+127.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -0.2% | +2.6% | -2.8% | -0.7% |
| 30D | -13.1% | +9.6% | -22.7% | -14.5% |
| 3M | -3.9% | +20.4% | -24.2% | -7.1% |
| 6M | -18.3% | +19.9% | -38.2% | -21.3% |
| YTD | +10.3% | +56.4% | -46.1% | +1.2% |
| 1Y | +14.2% | +52.4% | -38.2% | +5.0% |
| 3Y | +35.0% | +39.9% | -4.9% | +24.4% |
| 5Y | +73.2% | +163.7% | -90.5% | +38.7% |
| All | +185.8% | +58.6% | +127.2% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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