+39.8%
XLE vs LMT
+37.0%
+2.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | +0.1% |
| 7D | -6.7% | -5.6% | -1.1% | -6.0% |
| 30D | -4.4% | +18.4% | -22.8% | -5.8% |
| 3M | +4.0% | +0.6% | +3.4% | +4.0% |
| 6M | +13.2% | +20.6% | -7.4% | +11.2% |
| YTD | +41.9% | +27.0% | +14.9% | +33.4% |
| All | +39.8% | +37.0% | +2.9% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling