+16.5%
SNPS vs LH
+31.3%
-14.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.2% |
| 7D | -5.5% | -0.8% | -4.7% | -5.1% |
| 30D | -5.8% | +2.0% | -7.8% | -6.5% |
| 3M | -17.2% | +24.3% | -41.5% | -25.0% |
| 6M | -10.4% | +21.1% | -31.4% | -18.0% |
| YTD | -16.5% | +30.4% | -47.0% | -26.7% |
| 1Y | -35.6% | +18.4% | -54.0% | -40.6% |
| 3Y | -14.6% | +65.5% | -80.1% | -33.8% |
| 5Y | +16.5% | +29.9% | -13.4% | +4.9% |
| All | +16.5% | +31.3% | -14.8% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling