+185.8%
LMT vs SCCO
+1,104.1%
-918.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -0.2% | -2.7% | +2.4% | +0.1% |
| 30D | -13.1% | -0.7% | -12.3% | -13.2% |
| 3M | -3.9% | +8.1% | -12.0% | -5.6% |
| 6M | -18.3% | +4.1% | -22.4% | -19.8% |
| YTD | +10.3% | +41.1% | -30.8% | +2.8% |
| 1Y | +14.2% | +95.6% | -81.3% | +0.8% |
| 3Y | +35.0% | +179.3% | -144.3% | +8.4% |
| 5Y | +73.2% | +308.3% | -235.1% | +24.9% |
| All | +185.8% | +1,104.1% | -918.3% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 10y: compounded portfolio wealth divided by compounded SCCO 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…
10y analysis · Full analysis span regression · 6 months rolling