+25.9%
LMT vs SNAP
-22.3%
+48.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +5.9% | -12.8% | -6.7% |
| 7D | -5.5% | -0.7% | -4.8% | -5.4% |
| 30D | +17.5% | +5.5% | +11.9% | +17.5% |
| 3M | +1.6% | +2.2% | -0.7% | +1.7% |
| 6M | +16.3% | -4.1% | +20.4% | +16.5% |
| YTD | +25.3% | -26.6% | +51.9% | +22.8% |
| 1Y | +25.9% | -20.7% | +46.6% | +23.9% |
| All | +25.9% | -22.3% | +48.2% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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