+169.4%
XLV vs LMT
+188.6%
-19.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.2% |
| 7D | -3.6% | -0.2% | -3.3% | -3.5% |
| 30D | -1.8% | -13.1% | +11.2% | +2.3% |
| 3M | +7.8% | -3.9% | +11.7% | +8.5% |
| 6M | +9.1% | -18.3% | +27.4% | +15.3% |
| YTD | +7.7% | +10.3% | -2.6% | +2.9% |
| 1Y | +20.4% | +14.2% | +6.2% | +13.5% |
| 3Y | +30.8% | +35.0% | -4.2% | +13.9% |
| 5Y | +34.6% | +73.2% | -38.6% | +3.4% |
| All | +169.4% | +188.6% | -19.2% | +78.6% |
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 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