+78.2%
LMT vs OSCR
-9.0%
+87.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.1% |
| 7D | -0.2% | +1.6% | -1.8% | -0.2% |
| 30D | -13.1% | +10.7% | -23.7% | -13.2% |
| 3M | -3.9% | +13.4% | -17.2% | -4.1% |
| 6M | -18.3% | +144.6% | -162.8% | -19.3% |
| YTD | +10.3% | +128.0% | -117.7% | +9.0% |
| 1Y | +14.2% | +68.7% | -54.4% | +13.1% |
| 3Y | +35.0% | +398.8% | -363.8% | +31.0% |
| 5Y | +73.2% | +87.3% | -14.0% | +68.1% |
| All | +78.2% | -9.0% | +87.2% | +69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling