+181.3%
XLE vs LMT
+184.4%
-3.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.8% |
| 7D | +0.3% | -1.3% | +1.7% | +0.9% |
| 30D | +8.5% | -12.5% | +21.0% | +14.9% |
| 3M | +14.6% | -0.5% | +15.1% | +13.8% |
| 6M | +17.6% | -20.0% | +37.6% | +28.7% |
| YTD | +48.1% | +10.4% | +37.7% | +38.0% |
| 1Y | +53.8% | +17.7% | +36.1% | +38.4% |
| 3Y | +56.2% | +34.3% | +21.9% | +26.7% |
| 5Y | +227.7% | +71.8% | +155.9% | +125.7% |
| 10Y | +181.3% | +187.0% | -5.7% | +81.4% |
| All | +181.3% | +184.4% | -3.0% | +81.4% |
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