+9.5%
SNOW vs LMT
+26.0%
-16.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.9% | +5.4% | -0.9% |
| 7D | -14.5% | -5.5% | -9.0% | -14.1% |
| 30D | -14.3% | +17.5% | -31.7% | -15.6% |
| 3M | -8.3% | +1.6% | -9.9% | -7.9% |
| 6M | +101.5% | +16.3% | +85.2% | +98.0% |
| YTD | +32.5% | +25.3% | +7.2% | +36.6% |
| 1Y | +9.5% | +25.9% | -16.4% | +14.9% |
| All | +9.5% | +26.0% | -16.5% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 LMT 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