+73.0%
LMT vs XYZ
-68.2%
+141.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -0.2% | -4.3% | +4.1% | -0.2% |
| 30D | -13.1% | +1.2% | -14.3% | -13.1% |
| 3M | -3.9% | +14.6% | -18.5% | -4.1% |
| 6M | -18.3% | +22.6% | -40.8% | -18.6% |
| YTD | +10.3% | +21.7% | -11.4% | +9.8% |
| 1Y | +14.2% | +6.7% | +7.5% | +13.9% |
| 3Y | +35.0% | +46.8% | -11.9% | +32.7% |
| All | +73.0% | -68.2% | +141.2% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling