+14.2%
LMT vs SNY
-4.5%
+18.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -0.2% | -3.3% | +3.1% | -0.1% |
| 30D | -13.1% | -2.2% | -10.9% | -13.0% |
| 3M | -3.9% | -3.0% | -0.8% | -4.0% |
| 6M | -18.3% | +2.7% | -21.0% | -18.2% |
| YTD | +10.3% | -6.8% | +17.2% | +9.4% |
| 1Y | +14.2% | -5.3% | +19.5% | +12.9% |
| All | +14.2% | -4.5% | +18.7% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling