+1,423.7%
LMT vs XRT
+549.7%
+874.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.7% |
| 7D | -5.6% | +4.1% | -9.7% | -7.0% |
| 30D | +18.4% | +9.9% | +8.4% | +14.7% |
| 3M | +0.6% | +2.3% | -1.6% | -0.4% |
| 6M | +20.6% | +9.6% | +11.0% | +16.4% |
| YTD | +27.0% | +9.1% | +17.8% | +22.5% |
| 1Y | +36.9% | +16.2% | +20.6% | +29.2% |
| 3Y | +46.9% | +60.1% | -13.2% | +21.3% |
| 5Y | +104.2% | -0.5% | +104.7% | +93.4% |
| 10Y | +205.2% | +145.1% | +60.1% | +84.6% |
| All | +1,423.7% | +549.7% | +874.0% | +458.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling