+7.8%
XLP vs LMT
+19.5%
-11.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | -1.0% | -6.3% | +5.2% | -0.6% |
| 30D | -0.9% | -8.5% | +7.6% | -0.3% |
| 3M | +3.8% | +1.8% | +2.0% | +3.6% |
| 6M | -1.7% | -19.9% | +18.2% | +0.1% |
| YTD | +10.3% | +10.6% | -0.3% | +8.6% |
| 1Y | +7.8% | +17.9% | -10.2% | +5.0% |
| All | +7.8% | +19.5% | -11.7% | +5.0% |
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