+572.5%
SNPS vs LHX
+227.8%
+344.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | +0.9% | -4.3% | +5.2% | +2.1% |
| 30D | -3.6% | -15.1% | +11.5% | +1.0% |
| 3M | -12.9% | -21.0% | +8.1% | -7.2% |
| 6M | -8.2% | -32.0% | +23.8% | +2.0% |
| YTD | -15.4% | -15.3% | -0.1% | -12.6% |
| 1Y | -9.3% | -11.1% | +1.8% | -7.9% |
| 3Y | -14.0% | +54.0% | -68.0% | -27.9% |
| 5Y | +19.5% | +17.1% | +2.4% | +6.9% |
| All | +572.5% | +227.8% | +344.7% | +315.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 10y: compounded portfolio wealth divided by compounded LHX 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…
10y analysis · Full analysis span regression · 6 months rolling