+5,768.2%
SNPS vs LH
+677.6%
+5,090.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -0.2% | +1.2% | -1.4% | -0.4% |
| 30D | -8.0% | +18.0% | -26.0% | -11.1% |
| 3M | +12.5% | +15.7% | -3.2% | +9.0% |
| 6M | -10.5% | +46.6% | -57.1% | -17.4% |
| YTD | -1.6% | +49.5% | -51.1% | -9.7% |
| 1Y | +16.8% | +40.2% | -23.4% | +8.5% |
| 3Y | -10.9% | +87.6% | -98.5% | -22.0% |
| 5Y | +35.8% | +59.3% | -23.5% | +22.3% |
| 10Y | +675.0% | +266.1% | +408.9% | +496.4% |
| All | +5,768.2% | +677.6% | +5,090.6% | +3,243.3% |
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