+20.7%
XLK vs LMT
+26.0%
-5.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.9% | +6.9% | -0.8% |
| 7D | -7.6% | -5.5% | -2.1% | -8.2% |
| 30D | -12.2% | +17.5% | -29.6% | -10.2% |
| 3M | -5.5% | +1.6% | -7.0% | -4.5% |
| 6M | +9.2% | +16.3% | -7.1% | +11.9% |
| YTD | +23.0% | +25.3% | -2.2% | +27.3% |
| 1Y | +20.7% | +25.9% | -5.2% | +24.2% |
| All | +20.7% | +26.0% | -5.3% | +24.2% |
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