+1,357.6%
LMT vs SNY
+241.9%
+1,115.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -0.2% | -3.3% | +3.1% | +0.7% |
| 30D | -13.1% | -2.2% | -10.9% | -12.6% |
| 3M | -3.9% | -3.0% | -0.8% | -3.3% |
| 6M | -18.3% | +2.7% | -21.0% | -19.2% |
| YTD | +10.3% | -6.8% | +17.2% | +11.8% |
| 1Y | +14.2% | -5.3% | +19.5% | +14.9% |
| 3Y | +35.0% | -9.8% | +44.8% | +34.5% |
| 5Y | +73.2% | +9.7% | +63.6% | +59.7% |
| 10Y | +186.8% | +64.5% | +122.3% | +132.3% |
| All | +1,357.6% | +241.9% | +1,115.7% | +809.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling