-34.9%
SNPS vs LH
+16.9%
-51.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | -5.5% | -3.2% | -2.3% | -4.7% |
| 30D | -4.5% | +0.1% | -4.6% | -4.4% |
| 3M | -15.5% | +18.6% | -34.1% | -19.3% |
| 6M | -10.1% | +17.9% | -28.0% | -13.7% |
| YTD | -16.3% | +28.9% | -45.2% | -24.6% |
| 1Y | -34.9% | +16.6% | -51.6% | -35.6% |
| All | -34.9% | +16.9% | -51.8% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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