+93.3%
SNOW vs LHX
+54.0%
+39.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | -2.4% | -4.3% | +1.8% | -1.3% |
| 30D | -1.0% | -15.1% | +14.2% | +3.4% |
| 3M | +36.9% | -21.0% | +57.8% | +45.3% |
| 6M | +83.4% | -32.0% | +115.3% | +103.6% |
| YTD | +50.0% | -15.3% | +65.3% | +55.7% |
| 1Y | +46.5% | -11.1% | +57.6% | +49.5% |
| 3Y | +93.3% | +54.0% | +39.3% | +69.9% |
| All | +93.3% | +54.0% | +39.3% | +69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling