+225.7%
XLE vs LMT
+74.9%
+150.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.5% |
| 7D | 0.0% | -1.5% | +1.5% | +0.4% |
| 30D | +12.6% | -8.2% | +20.9% | +15.3% |
| 3M | +11.8% | +3.7% | +8.1% | +10.1% |
| 6M | +16.1% | -19.2% | +35.2% | +23.4% |
| YTD | +46.9% | +12.9% | +34.0% | +39.0% |
| 1Y | +53.3% | +19.8% | +33.5% | +41.9% |
| 3Y | +54.9% | +37.3% | +17.7% | +31.6% |
| 5Y | +225.7% | +74.4% | +151.3% | +137.2% |
| All | +225.7% | +74.9% | +150.8% | +137.2% |
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