+633.7%
XLU vs LMT
+2,220.5%
-1,586.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.3% |
| 7D | -1.2% | -0.5% | -0.7% | -1.1% |
| 30D | -2.5% | -10.8% | +8.2% | +0.4% |
| 3M | -2.7% | +1.6% | -4.3% | -3.6% |
| 6M | -7.5% | -17.6% | +10.1% | -3.1% |
| YTD | +0.9% | +11.6% | -10.6% | -3.0% |
| 1Y | +3.3% | +17.2% | -13.9% | -2.2% |
| 3Y | +47.3% | +35.7% | +11.6% | +32.2% |
| 5Y | +44.4% | +75.2% | -30.8% | +19.5% |
| 10Y | +140.8% | +190.1% | -49.3% | +74.4% |
| All | +633.7% | +2,220.5% | -1,586.8% | +242.2% |
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 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