+19.8%
SNPS vs LHX
+16.3%
+3.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | +0.9% | -4.3% | +5.2% | +1.6% |
| 30D | -3.6% | -15.1% | +11.5% | -1.2% |
| 3M | -12.9% | -21.0% | +8.1% | -9.9% |
| 6M | -8.2% | -32.0% | +23.8% | -2.6% |
| YTD | -15.4% | -15.3% | -0.1% | -14.1% |
| 1Y | -9.3% | -11.1% | +1.8% | -8.8% |
| 3Y | -14.0% | +54.0% | -68.0% | -21.7% |
| All | +19.8% | +16.3% | +3.6% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling