+19.2%
LHX vs SNAP
-92.8%
+112.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -2.0% |
| 7D | -3.7% | -5.0% | +1.3% | -3.6% |
| 30D | -13.2% | -0.7% | -12.4% | -13.2% |
| 3M | -18.4% | -5.0% | -13.3% | -18.4% |
| 6M | -32.0% | +3.5% | -35.5% | -32.2% |
| YTD | -13.6% | -34.2% | +20.6% | -13.3% |
| 1Y | -6.0% | -27.1% | +21.1% | -5.7% |
| 3Y | +57.9% | -43.5% | +101.4% | +57.9% |
| 5Y | +19.2% | -92.9% | +112.1% | +18.2% |
| All | +19.2% | -92.8% | +112.1% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling