+10.6%
XOM vs LMT
-21.4%
+32.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.3% |
| 7D | 0.0% | -1.3% | +1.4% | +0.1% |
| 30D | +3.4% | -12.5% | +16.0% | +4.1% |
| 3M | +11.0% | -0.5% | +11.5% | +10.8% |
| 6M | +10.6% | -20.0% | +30.6% | +2.5% |
| All | +10.6% | -21.4% | +32.0% | +2.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling