+2,791.5%
LMT vs SCCO
+35,790.2%
-32,998.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -1.3% | +2.4% | -3.8% | -1.7% |
| 30D | -12.5% | +6.4% | -18.9% | -13.5% |
| 3M | -0.5% | +21.6% | -22.0% | -3.9% |
| 6M | -20.0% | +13.4% | -33.4% | -22.5% |
| YTD | +10.4% | +52.6% | -42.2% | +1.8% |
| 1Y | +17.7% | +122.4% | -104.7% | +2.2% |
| 3Y | +34.3% | +208.5% | -174.2% | +8.1% |
| 5Y | +71.8% | +353.9% | -282.1% | +27.4% |
| 10Y | +187.0% | +1,187.3% | -1,000.3% | +74.3% |
| All | +2,791.5% | +35,790.2% | -32,998.7% | +1,020.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling