+185.8%
LMT vs XYZ
+610.4%
-424.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -0.2% | -4.3% | +4.1% | +0.1% |
| 30D | -13.1% | +1.2% | -14.3% | -13.2% |
| 3M | -3.9% | +14.6% | -18.5% | -5.0% |
| 6M | -18.3% | +22.6% | -40.8% | -19.7% |
| YTD | +10.3% | +21.7% | -11.4% | +8.1% |
| 1Y | +14.2% | +6.7% | +7.5% | +12.8% |
| 3Y | +35.0% | +46.8% | -11.9% | +26.5% |
| 5Y | +73.2% | -68.0% | +141.3% | +83.3% |
| All | +185.8% | +610.4% | -424.6% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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