+99.9%
LMT vs LSCC
+33.9%
+65.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.5% | +4.1% | -1.3% |
| 7D | +5.1% | +7.0% | -1.9% | +5.1% |
| 30D | +14.1% | -2.3% | +16.4% | +14.2% |
| 3M | +0.3% | -12.5% | +12.8% | +0.4% |
| 6M | +16.1% | -10.6% | +26.7% | +15.9% |
| YTD | +25.5% | +52.7% | -27.2% | +24.4% |
| 1Y | +34.1% | +74.0% | -39.8% | +32.9% |
| 3Y | +45.1% | +104.8% | -59.7% | +42.5% |
| All | +99.9% | +33.9% | +65.9% | +94.8% |
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 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