+37.3%
LMT vs SNAP
-43.9%
+81.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.1% |
| 7D | -1.5% | +1.5% | -3.0% | -1.5% |
| 30D | -8.2% | +1.9% | -10.1% | -8.2% |
| 3M | +3.7% | -3.9% | +7.6% | +3.8% |
| 6M | -19.2% | +5.2% | -24.4% | -18.9% |
| YTD | +12.9% | -32.7% | +45.6% | +11.7% |
| 1Y | +19.8% | -24.8% | +44.6% | +19.2% |
| 3Y | +37.3% | -42.2% | +79.4% | +36.3% |
| All | +37.3% | -43.9% | +81.2% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling