+124.6%
XLP vs LMT
+207.9%
-83.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.9% |
| 7D | +0.7% | -11.0% | +11.7% | +3.7% |
| 30D | +10.3% | +13.6% | -3.3% | +6.1% |
| 3M | +6.5% | -2.1% | +8.6% | +6.6% |
| 6M | +8.4% | +11.7% | -3.3% | +4.2% |
| YTD | +18.2% | +19.4% | -1.2% | +10.6% |
| 1Y | +22.4% | +24.1% | -1.6% | +13.1% |
| 3Y | +41.9% | +36.2% | +5.7% | +24.9% |
| 5Y | +40.9% | +90.7% | -49.9% | +8.2% |
| All | +124.6% | +207.9% | -83.3% | +69.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling