+20.8%
XLP vs LMT
+37.0%
-16.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.4% | -0.1% |
| 7D | +2.3% | -5.6% | +8.0% | +2.7% |
| 30D | +9.1% | +18.4% | -9.2% | +7.0% |
| 3M | +7.9% | +0.6% | +7.3% | +7.0% |
| 6M | +9.6% | +20.6% | -11.0% | +7.3% |
| YTD | +19.4% | +27.0% | -7.5% | +14.8% |
| All | +20.8% | +37.0% | -16.2% | +16.2% |
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