+253.9%
XLI vs LMT
+188.6%
+65.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.6% |
| 7D | -1.7% | -0.2% | -1.4% | -1.6% |
| 30D | -7.3% | -13.1% | +5.8% | -1.6% |
| 3M | -1.3% | -3.9% | +2.5% | -0.4% |
| 6M | +2.2% | -18.3% | +20.5% | +10.8% |
| YTD | +11.7% | +10.3% | +1.4% | +4.7% |
| 1Y | +14.3% | +14.2% | 0.0% | +5.1% |
| 3Y | +70.3% | +35.0% | +35.4% | +39.2% |
| 5Y | +82.3% | +73.2% | +9.1% | +24.1% |
| All | +253.9% | +188.6% | +65.3% | +102.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling