+178.9%
LHX vs SNAP
-77.2%
+256.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -1.5% |
| 7D | -2.0% | +0.7% | -2.7% | -2.0% |
| 30D | -9.9% | +2.6% | -12.6% | -10.1% |
| 3M | -16.5% | -9.9% | -6.6% | -16.3% |
| 6M | -29.6% | +1.9% | -31.5% | -30.0% |
| YTD | -11.6% | -32.2% | +20.7% | -10.6% |
| 1Y | -4.1% | -22.8% | +18.8% | -3.7% |
| 3Y | +53.3% | -47.6% | +100.9% | +53.3% |
| 5Y | +22.3% | -92.7% | +115.0% | +30.8% |
| All | +178.9% | -77.2% | +256.1% | +137.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling