+202.1%
LMT vs LSCC
+1,398.6%
-1,196.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.4% | -4.7% | +3.3% |
| 7D | -8.5% | +19.3% | -27.9% | -9.3% |
| 30D | +15.4% | -9.6% | +25.1% | +15.8% |
| 3M | +0.7% | -12.4% | +13.1% | +1.0% |
| 6M | +17.6% | -10.5% | +28.1% | +17.3% |
| YTD | +23.8% | +54.8% | -31.0% | +19.2% |
| 1Y | +31.6% | +79.4% | -47.7% | +25.5% |
| 3Y | +44.0% | +109.6% | -65.6% | +32.8% |
| 5Y | +98.8% | +40.4% | +58.5% | +85.2% |
| 10Y | +202.1% | +1,379.1% | -1,176.9% | +102.8% |
| All | +202.1% | +1,398.6% | -1,196.4% | +102.8% |
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