+73.1%
CDNS vs LHX
+17.6%
+55.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -6.5% | -4.8% | -1.7% | -5.8% |
| 30D | -13.0% | -12.7% | -0.3% | -11.1% |
| 3M | -26.0% | -17.6% | -8.4% | -23.8% |
| 6M | -2.8% | -30.7% | +27.9% | +3.2% |
| YTD | -8.8% | -14.3% | +5.5% | -7.4% |
| 1Y | -15.8% | -8.4% | -7.4% | -15.7% |
| 3Y | +19.7% | +56.7% | -36.9% | +7.8% |
| All | +73.1% | +17.6% | +55.5% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling