+152.7%
LMT vs SNAP
-77.2%
+229.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -1.4% |
| 7D | -6.3% | +0.7% | -7.0% | -6.3% |
| 30D | -8.5% | +2.6% | -11.1% | -8.6% |
| 3M | +1.8% | -9.9% | +11.7% | +1.9% |
| 6M | -19.9% | +1.9% | -21.8% | -20.1% |
| YTD | +10.6% | -32.2% | +42.8% | +11.2% |
| 1Y | +17.9% | -22.8% | +40.8% | +18.2% |
| 3Y | +27.0% | -47.6% | +74.6% | +26.3% |
| 5Y | +68.7% | -92.7% | +161.4% | +77.0% |
| All | +152.7% | -77.2% | +229.9% | +119.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling