+247.9%
SOXX vs LMT
+72.2%
+175.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +1.9% |
| 7D | +1.4% | -0.2% | +1.6% | +1.4% |
| 30D | -3.6% | -13.1% | +9.5% | -3.5% |
| 3M | -10.2% | -3.9% | -6.3% | -10.0% |
| 6M | +54.2% | -18.3% | +72.5% | +56.2% |
| YTD | +75.2% | +10.3% | +64.9% | +74.3% |
| 1Y | +107.5% | +14.2% | +93.3% | +106.1% |
| 3Y | +226.8% | +35.0% | +191.8% | +216.6% |
| All | +247.9% | +72.2% | +175.7% | +211.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 LMT 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