+4,391.7%
XOM vs LMT
+11,692.1%
-7,300.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.9% |
| 7D | 0.0% | -1.3% | +1.4% | +0.4% |
| 30D | +3.4% | -12.5% | +16.0% | +7.4% |
| 3M | +11.0% | -0.5% | +11.5% | +10.6% |
| 6M | +10.6% | -20.0% | +30.6% | +17.1% |
| YTD | +39.2% | +10.4% | +28.8% | +33.8% |
| 1Y | +52.7% | +17.7% | +35.0% | +43.8% |
| 3Y | +56.8% | +34.3% | +22.5% | +40.1% |
| 5Y | +261.8% | +71.8% | +190.0% | +198.7% |
| 10Y | +191.3% | +187.0% | +4.3% | +109.6% |
| All | +4,391.7% | +11,692.1% | -7,300.4% | +1,550.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling