+135.9%
XLU vs LMT
+188.6%
-52.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | -3.3% | -13.1% | +9.8% | +1.2% |
| 3M | -3.2% | -3.9% | +0.7% | -2.4% |
| 6M | -7.0% | -18.3% | +11.3% | -1.1% |
| YTD | +0.6% | +10.3% | -9.7% | -4.3% |
| 1Y | +2.4% | +14.2% | -11.8% | -4.0% |
| 3Y | +46.3% | +35.0% | +11.3% | +25.7% |
| 5Y | +44.0% | +73.2% | -29.3% | +9.1% |
| All | +135.9% | +188.6% | -52.7% | +75.9% |
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