+220.6%
LMT vs XYZ
+615.2%
-394.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.3% | +2.3% |
| 7D | -1.5% | +2.9% | -4.4% | -1.7% |
| 30D | -8.2% | +1.4% | -9.6% | -8.4% |
| 3M | +3.7% | +14.6% | -10.8% | +2.6% |
| 6M | -19.2% | +20.8% | -39.9% | -20.5% |
| YTD | +12.9% | +23.1% | -10.2% | +10.6% |
| 1Y | +19.8% | +5.6% | +14.2% | +18.5% |
| 3Y | +37.3% | +50.9% | -13.6% | +29.0% |
| 5Y | +74.4% | -68.6% | +142.9% | +83.2% |
| 10Y | +188.9% | +580.0% | -391.1% | +122.2% |
| All | +220.6% | +615.2% | -394.5% | +146.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling