+193.4%
LMT vs SNAP
-77.7%
+271.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.8% | -5.7% | +1.0% |
| 7D | +2.5% | -9.8% | +12.3% | +2.7% |
| 30D | +19.2% | -18.2% | +37.4% | +19.6% |
| 3M | +2.7% | -3.1% | +5.8% | +2.6% |
| 6M | +20.6% | -7.1% | +27.7% | +20.6% |
| YTD | +28.4% | -33.8% | +62.2% | +29.1% |
| 1Y | +36.9% | -39.0% | +76.0% | +37.8% |
| 3Y | +48.5% | -52.8% | +101.4% | +48.3% |
| 5Y | +107.6% | -90.0% | +197.6% | +114.3% |
| All | +193.4% | -77.7% | +271.2% | +154.7% |
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