+5,728.5%
CDNS vs LHX
+7,852.8%
-2,124.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | -6.5% | -4.8% | -1.7% | -4.6% |
| 30D | -13.0% | -12.7% | -0.3% | -8.1% |
| 3M | -26.0% | -17.6% | -8.4% | -20.5% |
| 6M | -2.8% | -30.7% | +27.9% | +11.6% |
| YTD | -8.8% | -14.3% | +5.5% | -4.7% |
| 1Y | -15.8% | -8.4% | -7.4% | -14.7% |
| 3Y | +19.7% | +56.7% | -36.9% | -4.8% |
| 5Y | +70.8% | +18.5% | +52.3% | +48.1% |
| 10Y | +1,038.0% | +229.6% | +808.4% | +503.7% |
| All | +5,728.5% | +7,852.8% | -2,124.3% | +479.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling