+148.7%
XLK vs LMT
+72.2%
+76.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.4% |
| 7D | +0.2% | -0.2% | +0.4% | +0.2% |
| 30D | -0.6% | -13.1% | +12.4% | 0.0% |
| 3M | +2.6% | -3.9% | +6.4% | +2.8% |
| 6M | +34.0% | -18.3% | +52.2% | +36.0% |
| YTD | +30.7% | +10.3% | +20.3% | +29.3% |
| 1Y | +39.2% | +14.2% | +25.0% | +37.2% |
| 3Y | +120.4% | +35.0% | +85.4% | +109.3% |
| All | +148.7% | +72.2% | +76.5% | +118.1% |
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 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