+80.4%
XLI vs LMT
+73.4%
+7.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | -2.3% | -0.5% | -1.8% | -2.2% |
| 30D | -8.2% | -10.8% | +2.6% | -5.7% |
| 3M | +0.8% | +1.6% | -0.8% | +0.1% |
| 6M | +0.8% | -17.6% | +18.4% | +5.3% |
| YTD | +10.5% | +11.6% | -1.1% | +6.6% |
| 1Y | +14.1% | +17.2% | -3.1% | +8.6% |
| 3Y | +68.6% | +35.7% | +32.9% | +51.5% |
| 5Y | +80.4% | +75.2% | +5.2% | +43.9% |
| All | +80.4% | +73.4% | +7.0% | +43.9% |
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