+25.9%
LMT vs OSCR
+104.5%
-78.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +8.6% | -15.5% | -7.2% |
| 7D | -5.5% | +15.5% | -21.0% | -6.1% |
| 30D | +17.5% | +8.5% | +8.9% | +17.0% |
| 3M | +1.6% | +15.8% | -14.2% | +0.7% |
| 6M | +16.3% | +89.5% | -73.2% | +11.8% |
| YTD | +25.3% | +144.9% | -119.6% | +18.5% |
| 1Y | +25.9% | +105.1% | -79.2% | +19.2% |
| All | +25.9% | +104.5% | -78.6% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 1y: compounded portfolio wealth divided by compounded OSCR 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…
1y analysis · Full analysis span regression · 6 months rolling