+152.3%
LMT vs SNAP
-77.9%
+230.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -2.1% |
| 7D | -1.3% | -5.0% | +3.7% | -1.2% |
| 30D | -12.5% | -0.7% | -11.8% | -12.5% |
| 3M | -0.5% | -5.0% | +4.6% | -0.5% |
| 6M | -20.0% | +3.5% | -23.5% | -20.3% |
| YTD | +10.4% | -34.2% | +44.6% | +11.1% |
| 1Y | +17.7% | -27.1% | +44.8% | +18.1% |
| 3Y | +34.3% | -43.5% | +77.7% | +33.2% |
| 5Y | +71.8% | -92.9% | +164.7% | +80.4% |
| All | +152.3% | -77.9% | +230.1% | +119.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling