+3.6%
XLY vs LMT
+26.0%
-22.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -6.9% | +11.1% | +3.8% |
| 7D | +6.1% | -5.5% | +11.6% | +5.7% |
| 30D | +10.8% | +17.5% | -6.7% | +11.5% |
| 3M | +3.6% | +1.6% | +2.0% | +3.6% |
| 6M | +4.4% | +16.3% | -12.0% | +5.3% |
| YTD | +3.1% | +25.3% | -22.2% | +3.7% |
| 1Y | +3.6% | +25.9% | -22.3% | +4.5% |
| All | +3.6% | +26.0% | -22.4% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling