+141.3%
XLC vs LMT
+115.3%
+26.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.3% |
| 7D | -1.7% | -0.5% | -1.1% | -1.5% |
| 30D | +0.2% | -10.8% | +11.0% | +2.9% |
| 3M | +0.7% | +1.6% | -0.9% | -0.2% |
| 6M | -4.5% | -17.6% | +13.1% | -0.2% |
| YTD | -4.7% | +11.6% | -16.3% | -8.6% |
| 1Y | -1.5% | +17.2% | -18.7% | -7.0% |
| 3Y | +72.2% | +35.7% | +36.5% | +51.3% |
| 5Y | +39.3% | +75.2% | -35.9% | +7.2% |
| All | +141.3% | +115.3% | +26.0% | +64.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling