+185.9%
LMT vs XRT
+126.9%
+59.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.5% | -1.8% |
| 7D | -1.3% | -2.4% | +1.1% | -0.8% |
| 30D | -12.5% | -6.9% | -5.6% | -11.2% |
| 3M | -0.5% | -0.4% | 0.0% | -0.6% |
| 6M | -20.0% | +2.2% | -22.3% | -20.7% |
| YTD | +10.4% | -0.7% | +11.1% | +10.2% |
| 1Y | +17.7% | -2.0% | +19.7% | +17.6% |
| 3Y | +34.3% | +41.0% | -6.7% | +20.9% |
| 5Y | +71.8% | -3.3% | +75.1% | +68.5% |
| All | +185.9% | +126.9% | +59.1% | +76.0% |
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