+36.2%
LMT vs LSCC
+81.4%
-45.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.1% | -8.7% | -1.5% |
| 7D | -11.0% | +13.0% | -23.9% | -10.8% |
| 30D | +13.6% | -19.8% | +33.4% | +13.5% |
| 3M | -2.1% | -18.4% | +16.3% | -2.2% |
| 6M | +11.7% | -16.1% | +27.8% | +11.4% |
| YTD | +19.4% | +42.7% | -23.4% | +18.6% |
| 1Y | +24.1% | +68.0% | -43.9% | +23.4% |
| 3Y | +36.2% | +85.8% | -49.7% | +34.9% |
| All | +36.2% | +81.4% | -45.2% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling