+150.2%
XLE vs LMT
+97.0%
+53.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -0.6% |
| 7D | -7.9% | -8.5% | +0.6% | -5.5% |
| 30D | -4.8% | +15.4% | -20.2% | -8.8% |
| 3M | +8.4% | +0.7% | +7.7% | +7.9% |
| 6M | +12.7% | +17.6% | -4.9% | +6.5% |
| YTD | +41.3% | +23.8% | +17.5% | +29.6% |
| 1Y | +42.3% | +31.6% | +10.7% | +27.5% |
| 3Y | +65.1% | +44.0% | +21.1% | +37.3% |
| 5Y | +150.2% | +98.8% | +51.4% | +59.5% |
| All | +150.2% | +97.0% | +53.2% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling