+1,024.7%
XLE vs LMT
+2,199.3%
-1,174.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.3% |
| 7D | +2.2% | -6.3% | +8.5% | +4.6% |
| 30D | +11.8% | -8.5% | +20.3% | +15.3% |
| 3M | +9.8% | +1.8% | +8.0% | +8.3% |
| 6M | +15.6% | -19.9% | +35.5% | +24.1% |
| YTD | +45.3% | +10.6% | +34.7% | +37.9% |
| 1Y | +48.3% | +17.9% | +30.4% | +37.1% |
| 3Y | +55.4% | +27.0% | +28.5% | +37.1% |
| 5Y | +216.1% | +68.7% | +147.4% | +148.3% |
| 10Y | +178.4% | +181.1% | -2.7% | +84.0% |
| All | +1,024.7% | +2,199.3% | -1,174.6% | +325.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling