I doubt that a lag of a few days on the 52 week measurements make much difference. It is unlikely that a new high or low occurred within 5 days of either end of a 252 day range.

I add that for a couple of (minor) reasons.
First, I found long ago that quite a substantial lag (even over a month) made quite a big difference for some screens, notably dividend oriented ones. Maybe it was overmining, maybe not, but it certainly didn't seem to hurt. It stuck in my memory.

The meaning is subtly different with lag, as you are in part measuring how *far* a stock is above its (lagged) high, which is partly like measuring how how long/strongly it has been setting a string of highs, not merely something that just stuck its nose above its range.

It also seems to reduce ties, at least for price/h52 calculations. Often when there is a very strong day a lot of stocks are at their respective fresh highs at the same time, and arbitrary tie breakers are messy. It may cut down on turnover, I'm not sure.

Jim