+168.9%
XLE vs LMT
+204.4%
-35.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | -0.7% |
| 7D | -6.7% | -5.6% | -1.1% | -4.3% |
| 30D | -4.4% | +18.4% | -22.8% | -11.6% |
| 3M | +4.0% | +0.6% | +3.4% | +3.1% |
| 6M | +13.2% | +20.6% | -7.4% | +2.5% |
| YTD | +41.9% | +27.0% | +14.9% | +23.6% |
| 1Y | +41.6% | +36.9% | +4.8% | +18.7% |
| 3Y | +64.0% | +46.9% | +17.1% | +27.7% |
| 5Y | +158.1% | +104.2% | +53.9% | +63.1% |
| All | +168.9% | +204.4% | -35.6% | +65.1% |
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