+1,111.5%
XLI vs LMT
+2,246.9%
-1,135.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -1.3% |
| 7D | +1.0% | -1.5% | +2.5% | +1.5% |
| 30D | -5.8% | -8.2% | +2.4% | -2.8% |
| 3M | +0.7% | +3.7% | -3.0% | -1.3% |
| 6M | +3.2% | -19.2% | +22.3% | +10.9% |
| YTD | +13.0% | +12.9% | +0.2% | +6.5% |
| 1Y | +16.8% | +19.8% | -3.0% | +7.3% |
| 3Y | +72.4% | +37.3% | +35.1% | +47.1% |
| 5Y | +82.8% | +74.4% | +8.4% | +39.2% |
| 10Y | +252.4% | +188.9% | +63.5% | +122.9% |
| All | +1,111.5% | +2,246.9% | -1,135.4% | +315.9% |
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 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