+1,227.1%
LMT vs XRT
+514.3%
+712.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.8% |
| 7D | -6.3% | +0.8% | -7.1% | -6.5% |
| 30D | -8.5% | -4.2% | -4.3% | -7.3% |
| 3M | +1.8% | +5.1% | -3.3% | -0.1% |
| 6M | -19.9% | +2.4% | -22.4% | -20.9% |
| YTD | +10.6% | +3.2% | +7.4% | +8.9% |
| 1Y | +17.9% | +1.5% | +16.4% | +16.4% |
| 3Y | +27.0% | +40.6% | -13.6% | +9.7% |
| 5Y | +68.7% | -1.0% | +69.7% | +59.5% |
| 10Y | +181.1% | +128.4% | +52.7% | +74.5% |
| All | +1,227.1% | +514.3% | +712.7% | +396.1% |
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