+52.6%
XOM vs LMT
+26.0%
+26.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.9% | +2.3% | -3.6% |
| 7D | -7.0% | -5.5% | -1.5% | -6.2% |
| 30D | +3.2% | +17.5% | -14.2% | +1.4% |
| 3M | +10.7% | +1.6% | +9.1% | +10.5% |
| 6M | +11.6% | +16.3% | -4.7% | +9.6% |
| YTD | +43.5% | +25.3% | +18.2% | +34.9% |
| 1Y | +52.6% | +25.9% | +26.7% | +44.1% |
| All | +52.6% | +26.0% | +26.6% | +44.1% |
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