+38.5%
LMT vs SN
+659.6%
-621.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.3% | -1.6% |
| 7D | -11.0% | +7.2% | -18.2% | -11.0% |
| 30D | +13.6% | +20.4% | -6.8% | +13.4% |
| 3M | -2.1% | +23.9% | -26.0% | -2.3% |
| 6M | +11.7% | +93.0% | -81.4% | +11.3% |
| YTD | +19.4% | +99.2% | -79.9% | +18.9% |
| 1Y | +24.1% | +142.6% | -118.5% | +23.8% |
| 3Y | +36.2% | +398.8% | -362.6% | +32.6% |
| All | +38.5% | +659.6% | -621.0% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling