+5,829.8%
SNPS vs LH
+676.8%
+5,153.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.2% | +3.4% |
| 7D | +0.2% | +4.6% | -4.4% | -0.7% |
| 30D | -8.4% | +19.1% | -27.6% | -11.6% |
| 3M | +12.3% | +16.7% | -4.5% | +8.6% |
| 6M | -9.6% | +47.0% | -56.6% | -16.6% |
| YTD | -0.6% | +49.3% | -49.9% | -8.8% |
| 1Y | +18.7% | +48.6% | -29.9% | +9.0% |
| 3Y | -7.6% | +87.8% | -95.4% | -19.0% |
| 5Y | +34.1% | +65.0% | -31.0% | +20.0% |
| 10Y | +691.2% | +275.0% | +416.2% | +506.5% |
| All | +5,829.8% | +676.8% | +5,153.0% | +3,279.1% |
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