+29.8%
SNOW vs LHX
+56.2%
-26.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -7.5% | -4.8% | -2.7% | -6.6% |
| 30D | -1.3% | -12.7% | +11.4% | +1.2% |
| 3M | +37.4% | -17.6% | +55.1% | +42.0% |
| 6M | +88.1% | -30.7% | +118.8% | +101.0% |
| YTD | +50.3% | -14.3% | +64.7% | +54.3% |
| 1Y | +46.0% | -8.4% | +54.4% | +47.9% |
| 3Y | +98.7% | +56.7% | +42.0% | +85.2% |
| 5Y | +3.5% | +18.5% | -15.0% | -5.0% |
| All | +29.8% | +56.2% | -26.3% | +24.5% |
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