+37.3%
LMT vs SN
+430.5%
-393.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +2.1% |
| 7D | -1.5% | +0.1% | -1.7% | -1.5% |
| 30D | -8.2% | -5.6% | -2.6% | -8.2% |
| 3M | +3.7% | +48.1% | -44.3% | +3.7% |
| 6M | -19.2% | +57.6% | -76.8% | -19.2% |
| YTD | +12.9% | +56.5% | -43.6% | +12.9% |
| 1Y | +19.8% | +52.6% | -32.8% | +20.1% |
| 3Y | +37.3% | +412.0% | -374.7% | +35.7% |
| All | +37.3% | +430.5% | -393.2% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling