+71.8%
LMT vs XOP
+165.6%
-93.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.7% | -2.3% |
| 7D | -1.3% | +1.0% | -2.3% | -1.5% |
| 30D | -12.5% | +10.8% | -23.4% | -14.0% |
| 3M | -0.5% | +19.5% | -19.9% | -3.5% |
| 6M | -20.0% | +21.6% | -41.6% | -22.9% |
| YTD | +10.4% | +55.8% | -45.4% | +1.8% |
| 1Y | +17.7% | +54.6% | -36.9% | +8.4% |
| 3Y | +34.3% | +36.6% | -2.4% | +24.9% |
| 5Y | +71.8% | +160.6% | -88.8% | +39.3% |
| All | +71.8% | +165.6% | -93.8% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling