+552.8%
XLP vs LMT
+2,382.3%
-1,829.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.9% |
| 7D | +0.7% | -11.0% | +11.7% | +3.3% |
| 30D | +10.3% | +13.6% | -3.3% | +6.8% |
| 3M | +6.5% | -2.1% | +8.6% | +6.7% |
| 6M | +8.4% | +11.7% | -3.3% | +4.9% |
| YTD | +18.2% | +19.4% | -1.2% | +12.1% |
| 1Y | +22.4% | +24.1% | -1.6% | +14.9% |
| 3Y | +41.9% | +36.2% | +5.7% | +28.8% |
| 5Y | +40.9% | +90.7% | -49.9% | +16.7% |
| 10Y | +128.4% | +212.5% | -84.1% | +67.3% |
| All | +552.8% | +2,382.3% | -1,829.5% | +213.6% |
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