+75.2%
LMT vs XRT
-4.5%
+79.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.1% |
| 7D | -0.5% | -3.6% | +3.0% | -0.3% |
| 30D | -10.8% | -6.7% | -4.1% | -10.3% |
| 3M | +1.6% | -1.4% | +3.0% | +1.6% |
| 6M | -17.6% | +1.7% | -19.3% | -17.8% |
| YTD | +11.6% | -1.5% | +13.1% | +11.6% |
| 1Y | +17.2% | -2.5% | +19.7% | +17.3% |
| 3Y | +35.7% | +39.9% | -4.2% | +30.8% |
| 5Y | +75.2% | -2.6% | +77.8% | +74.0% |
| All | +75.2% | -4.5% | +79.7% | +74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling