+208.6%
LMT vs LSCC
+1,244.7%
-1,036.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.1% | -8.7% | -1.9% |
| 7D | -11.0% | +13.0% | -23.9% | -11.5% |
| 30D | +13.6% | -19.8% | +33.4% | +14.6% |
| 3M | -2.1% | -18.4% | +16.3% | -1.4% |
| 6M | +11.7% | -16.1% | +27.8% | +11.7% |
| YTD | +19.4% | +42.7% | -23.4% | +15.3% |
| 1Y | +24.1% | +68.0% | -43.9% | +18.6% |
| 3Y | +36.2% | +85.8% | -49.7% | +26.4% |
| 5Y | +90.7% | +28.0% | +62.7% | +78.5% |
| All | +208.6% | +1,244.7% | -1,036.1% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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