+72.0%
LMT vs LSCC
+82.7%
-10.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.5% |
| 7D | -6.3% | +1.3% | -7.6% | -6.3% |
| 30D | -8.5% | -9.7% | +1.2% | -8.4% |
| 3M | +1.8% | -23.7% | +25.5% | +1.9% |
| 6M | -19.9% | +26.5% | -46.4% | -20.4% |
| YTD | +10.6% | +57.5% | -46.9% | +9.5% |
| 1Y | +17.9% | +75.7% | -57.7% | +16.7% |
| 3Y | +27.0% | +19.5% | +7.5% | +26.3% |
| All | +72.0% | +82.7% | -10.8% | +64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling