+4,878.2%
SNPS vs LHX
+7,890.7%
-3,012.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -5.5% | -2.5% | -3.0% | -4.7% |
| 30D | -5.8% | -10.4% | +4.6% | -2.2% |
| 3M | -17.2% | -14.9% | -2.3% | -13.0% |
| 6M | -10.4% | -29.6% | +19.2% | +0.1% |
| YTD | -16.5% | -11.8% | -4.7% | -14.2% |
| 1Y | -35.6% | -5.1% | -30.6% | -35.8% |
| 3Y | -14.6% | +61.3% | -75.9% | -30.2% |
| 5Y | +16.5% | +22.4% | -5.9% | +2.4% |
| 10Y | +556.6% | +232.2% | +324.3% | +290.2% |
| All | +4,878.2% | +7,890.7% | -3,012.5% | +666.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling