+34.1%
LMT vs SN
+141.7%
-107.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.2% | -1.4% |
| 7D | +5.1% | +1.5% | +3.6% | +5.0% |
| 30D | +14.1% | +21.5% | -7.4% | +13.2% |
| 3M | +0.3% | +20.0% | -19.8% | -0.6% |
| 6M | +16.1% | +119.9% | -103.8% | +12.5% |
| YTD | +25.5% | +102.3% | -76.9% | +22.1% |
| 1Y | +34.1% | +148.0% | -113.9% | +35.7% |
| All | +34.1% | +141.7% | -107.6% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling