+1,044.2%
CDNS vs LHX
+227.8%
+816.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.9% |
| 7D | -1.1% | -4.3% | +3.1% | +0.1% |
| 30D | -10.4% | -15.1% | +4.7% | -6.0% |
| 3M | -24.6% | -21.0% | -3.6% | -19.5% |
| 6M | -1.6% | -32.0% | +30.4% | +9.8% |
| YTD | -7.4% | -15.3% | +7.9% | -4.2% |
| 1Y | -18.4% | -11.1% | -7.4% | -17.1% |
| 3Y | +19.0% | +54.0% | -35.1% | -0.8% |
| 5Y | +73.4% | +17.1% | +56.3% | +55.0% |
| All | +1,044.2% | +227.8% | +816.4% | +537.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 10y: compounded portfolio wealth divided by compounded LHX 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…
10y analysis · Full analysis span regression · 6 months rolling