+37.3%
LMT vs LSCC
+27.3%
+10.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +2.1% |
| 7D | -1.5% | +5.2% | -6.7% | -1.5% |
| 30D | -8.2% | -9.6% | +1.4% | -8.3% |
| 3M | +3.7% | -17.8% | +21.5% | +3.6% |
| 6M | -19.2% | +37.4% | -56.6% | -19.4% |
| YTD | +12.9% | +59.7% | -46.8% | +12.5% |
| 1Y | +19.8% | +76.2% | -56.4% | +19.6% |
| 3Y | +37.3% | +28.2% | +9.1% | +42.2% |
| All | +37.3% | +27.3% | +10.0% | +42.2% |
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