+14.7%
XLF vs LMT
+26.0%
-11.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.9% | +10.4% | +3.8% |
| 7D | +5.5% | -5.5% | +11.0% | +5.7% |
| 30D | +9.9% | +17.5% | -7.6% | +8.4% |
| 3M | +2.6% | +1.6% | +1.0% | +2.2% |
| 6M | +15.6% | +16.3% | -0.7% | +14.2% |
| YTD | +9.4% | +25.3% | -15.8% | +5.3% |
| 1Y | +14.7% | +25.9% | -11.1% | +10.3% |
| All | +14.7% | +26.0% | -11.3% | +10.3% |
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