+994.0%
XLE vs LMT
+2,474.7%
-1,480.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -0.8% |
| 7D | -7.9% | -8.5% | +0.6% | -4.9% |
| 30D | -4.8% | +15.4% | -20.2% | -9.9% |
| 3M | +8.4% | +0.7% | +7.7% | +7.6% |
| 6M | +12.7% | +17.6% | -4.9% | +5.1% |
| YTD | +41.3% | +23.8% | +17.5% | +28.3% |
| 1Y | +42.3% | +31.6% | +10.7% | +26.1% |
| 3Y | +65.1% | +44.0% | +21.1% | +38.8% |
| 5Y | +150.2% | +98.8% | +51.4% | +85.2% |
| 10Y | +163.9% | +202.1% | -38.2% | +69.4% |
| All | +994.0% | +2,474.7% | -1,480.7% | +295.4% |
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 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