+1,455.3%
XLK vs LMT
+2,220.5%
-765.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.7% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | -0.5% | -10.8% | +10.3% | +2.6% |
| 3M | +5.0% | +1.6% | +3.4% | +3.8% |
| 6M | +32.9% | -17.6% | +50.4% | +38.9% |
| YTD | +29.0% | +11.6% | +17.4% | +23.3% |
| 1Y | +37.8% | +17.2% | +20.6% | +29.7% |
| 3Y | +118.7% | +35.7% | +83.0% | +92.9% |
| 5Y | +145.6% | +75.2% | +70.4% | +96.9% |
| 10Y | +791.5% | +190.1% | +601.4% | +516.1% |
| All | +1,455.3% | +2,220.5% | -765.2% | +670.3% |
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