+136.0%
XLC vs LMT
+142.1%
-6.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.4% |
| 7D | +3.7% | +5.1% | -1.4% | +2.5% |
| 30D | -1.9% | +14.1% | -16.1% | -5.4% |
| 3M | -3.1% | +0.3% | -3.4% | -3.7% |
| 6M | -6.4% | +16.1% | -22.5% | -10.6% |
| YTD | -6.8% | +25.5% | -32.3% | -13.5% |
| 1Y | -1.7% | +34.1% | -35.8% | -10.5% |
| 3Y | +64.7% | +45.1% | +19.6% | +42.8% |
| 5Y | +41.1% | +100.9% | -59.9% | +4.8% |
| All | +136.0% | +142.1% | -6.1% | +55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling