+36.0%
LHX vs SNAP
-90.3%
+126.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | +4.8% | +6.0% | -1.3% | +4.7% |
| 30D | +14.7% | -13.8% | +28.4% | +14.9% |
| 3M | -5.1% | -0.8% | -4.4% | -5.2% |
| 6M | -9.9% | -6.2% | -3.7% | -10.0% |
| YTD | -6.1% | -34.8% | +28.7% | -5.7% |
| 1Y | -4.0% | -38.7% | +34.7% | -3.5% |
| 3Y | +56.9% | -53.5% | +110.4% | +57.0% |
| All | +36.0% | -90.3% | +126.3% | +40.7% |
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