+28.1%
LMT vs SN
+476.8%
-448.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -2.2% |
| 7D | -1.3% | -3.4% | +2.1% | -1.3% |
| 30D | -12.5% | -9.1% | -3.4% | -12.4% |
| 3M | -0.5% | +31.8% | -32.2% | -0.6% |
| 6M | -20.0% | +52.0% | -72.1% | -20.2% |
| YTD | +10.4% | +51.3% | -40.9% | +10.2% |
| 1Y | +17.7% | +46.9% | -29.1% | +17.8% |
| 3Y | +34.3% | +394.9% | -360.7% | +30.6% |
| All | +28.1% | +476.8% | -448.7% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling