+179.2%
XLE vs LMT
+197.1%
-17.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.6% |
| 7D | +5.4% | +5.1% | +0.3% | +3.1% |
| 30D | -3.9% | +14.1% | -18.1% | -9.8% |
| 3M | +7.0% | +0.3% | +6.7% | +6.3% |
| 6M | +14.2% | +16.1% | -1.9% | +5.2% |
| YTD | +48.2% | +25.5% | +22.7% | +29.7% |
| 1Y | +47.7% | +34.1% | +13.6% | +24.9% |
| 3Y | +70.0% | +45.1% | +24.9% | +33.1% |
| 5Y | +169.1% | +100.9% | +68.2% | +71.2% |
| All | +179.2% | +197.1% | -17.9% | +71.7% |
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 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