+52.0%
SNOW vs LHX
-4.7%
+56.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.2% | -3.2% | -5.0% |
| 7D | +2.8% | -2.4% | +5.2% | +3.4% |
| 30D | +6.4% | -10.4% | +16.8% | +8.6% |
| 3M | +38.1% | -16.9% | +55.0% | +43.1% |
| 6M | +100.4% | -29.9% | +130.3% | +116.4% |
| YTD | +53.7% | -12.0% | +65.7% | +59.8% |
| 1Y | +52.0% | -4.5% | +56.5% | +66.6% |
| All | +52.0% | -4.7% | +56.6% | +66.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling