+192.9%
XOM vs LMT
+188.6%
+4.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.9% |
| 7D | +4.1% | -0.2% | +4.3% | +4.1% |
| 30D | +4.6% | -13.1% | +17.6% | +10.5% |
| 3M | +14.0% | -3.9% | +17.8% | +15.1% |
| 6M | +11.0% | -18.3% | +29.2% | +19.4% |
| YTD | +40.7% | +10.3% | +30.4% | +32.1% |
| 1Y | +52.3% | +14.2% | +38.1% | +40.4% |
| 3Y | +60.5% | +35.0% | +25.5% | +32.9% |
| 5Y | +266.4% | +73.2% | +193.2% | +161.6% |
| All | +192.9% | +188.6% | +4.3% | +96.6% |
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