+4,901.1%
SNPS vs LH
+582.9%
+4,318.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -5.1% |
| 7D | -11.0% | -2.5% | -8.6% | -10.6% |
| 30D | -1.7% | +4.3% | -6.1% | -2.6% |
| 3M | -20.4% | +25.5% | -45.9% | -24.0% |
| 6M | -8.6% | +17.0% | -25.6% | -11.7% |
| YTD | -16.2% | +31.3% | -47.4% | -20.9% |
| 1Y | -34.6% | +20.0% | -54.5% | -37.1% |
| 3Y | -14.5% | +63.9% | -78.3% | -22.9% |
| 5Y | +17.0% | +30.9% | -13.9% | +9.7% |
| 10Y | +560.0% | +191.4% | +368.6% | +429.8% |
| All | +4,901.1% | +582.9% | +4,318.2% | +2,829.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling