-8.4%
LHX vs SNAP
-23.8%
+15.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -1.0% |
| 7D | -4.8% | -3.2% | -1.6% | -4.7% |
| 30D | -12.7% | +0.2% | -12.9% | -12.8% |
| 3M | -17.6% | +2.6% | -20.2% | -18.0% |
| 6M | -30.7% | +12.4% | -43.2% | -31.9% |
| YTD | -14.3% | -31.6% | +17.2% | -13.4% |
| 1Y | -8.4% | -21.7% | +13.3% | -5.4% |
| All | -8.4% | -23.8% | +15.4% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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