-14.0%
SNPS vs LHX
+55.8%
-69.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | -4.6% | -4.8% | +0.2% | -3.9% |
| 30D | -3.3% | -12.7% | +9.4% | -1.4% |
| 3M | -13.8% | -17.6% | +3.9% | -11.4% |
| 6M | -8.2% | -30.7% | +22.5% | -2.6% |
| YTD | -15.4% | -14.3% | -1.1% | -14.9% |
| 1Y | +2.4% | -8.4% | +10.8% | +1.7% |
| All | -14.0% | +55.8% | -69.8% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling