-17.6%
LMT vs OSCR
+130.1%
-147.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.8% |
| 7D | -0.5% | +1.1% | -1.6% | -0.6% |
| 30D | -10.8% | +16.5% | -27.3% | -11.9% |
| 3M | +1.6% | +17.0% | -15.4% | -0.5% |
| 6M | -17.6% | +145.0% | -162.5% | -28.8% |
| All | -17.6% | +130.1% | -147.6% | -28.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling