+17.9%
LMT vs XRT
+3.4%
+14.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.5% |
| 7D | -6.3% | +0.8% | -7.1% | -6.3% |
| 30D | -8.5% | -4.2% | -4.3% | -8.3% |
| 3M | +1.8% | +5.1% | -3.3% | +1.3% |
| 6M | -19.9% | +2.4% | -22.4% | -20.3% |
| YTD | +10.6% | +3.2% | +7.4% | +10.3% |
| 1Y | +17.9% | +1.5% | +16.4% | +19.5% |
| All | +17.9% | +3.4% | +14.6% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling