+190.4%
LMT vs XRT
+136.4%
+54.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.4% |
| 7D | +5.1% | +1.7% | +3.4% | +4.7% |
| 30D | +14.1% | +7.5% | +6.6% | +12.3% |
| 3M | +0.3% | +2.2% | -1.9% | -0.3% |
| 6M | +16.1% | +14.7% | +1.4% | +12.3% |
| YTD | +25.5% | +7.5% | +18.0% | +22.9% |
| 1Y | +34.1% | +14.1% | +20.0% | +29.6% |
| 3Y | +45.1% | +58.8% | -13.7% | +27.2% |
| 5Y | +100.9% | -3.9% | +104.9% | +99.7% |
| All | +190.4% | +136.4% | +54.0% | +81.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling