+28.4%
XLY vs LMT
+72.2%
-43.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | -4.2% | -13.1% | +8.9% | -3.2% |
| 3M | -2.7% | -3.9% | +1.2% | -2.4% |
| 6M | -0.6% | -18.3% | +17.6% | +1.2% |
| YTD | -5.0% | +10.3% | -15.4% | -6.5% |
| 1Y | -4.1% | +14.2% | -18.3% | -6.0% |
| 3Y | +33.6% | +35.0% | -1.4% | +26.6% |
| All | +28.4% | +72.2% | -43.8% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling