+28.3%
LMT vs SN
+490.7%
-462.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.4% |
| 7D | -6.3% | -9.3% | +3.1% | -6.2% |
| 30D | -8.5% | -4.8% | -3.7% | -8.5% |
| 3M | +1.8% | +40.4% | -38.6% | +1.7% |
| 6M | -19.9% | +50.9% | -70.9% | -20.1% |
| YTD | +10.6% | +54.9% | -44.4% | +10.4% |
| 1Y | +17.9% | +43.0% | -25.1% | +18.0% |
| 3Y | +27.0% | +391.8% | -364.9% | +23.5% |
| All | +28.3% | +490.7% | -462.4% | +25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling