+508.9%
XLP vs LMT
+2,199.3%
-1,690.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.5% |
| 7D | -1.0% | -6.3% | +5.2% | +0.5% |
| 30D | -0.9% | -8.5% | +7.6% | +1.1% |
| 3M | +3.8% | +1.8% | +2.0% | +2.9% |
| 6M | -1.7% | -19.9% | +18.2% | +2.9% |
| YTD | +10.3% | +10.6% | -0.3% | +6.7% |
| 1Y | +7.8% | +17.9% | -10.2% | +2.6% |
| 3Y | +27.2% | +27.0% | +0.2% | +17.5% |
| 5Y | +32.5% | +68.7% | -36.1% | +13.0% |
| 10Y | +101.8% | +181.1% | -79.3% | +51.7% |
| All | +508.9% | +2,199.3% | -1,690.4% | +198.6% |
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