+103.7%
LMT vs SNPS
+35.6%
+68.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +4.8% | +5.1% | -0.2% | +4.9% |
| 30D | +19.9% | -6.4% | +26.3% | +19.8% |
| 3M | +0.2% | +12.2% | -12.0% | +0.4% |
| 6M | +17.4% | -9.8% | +27.3% | +17.4% |
| YTD | +27.2% | -1.5% | +28.7% | +27.1% |
| 1Y | +35.6% | +16.0% | +19.6% | +35.8% |
| 3Y | +47.1% | -10.8% | +57.9% | +45.6% |
| 5Y | +103.7% | +33.3% | +70.3% | +99.7% |
| All | +103.7% | +35.6% | +68.1% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 5y: compounded portfolio wealth divided by compounded SNPS 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…
5y analysis · Full analysis span regression · 6 months rolling