-79.4%
SNAP vs LEN
+115.7%
-195.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.4% | +0.5% |
| 7D | -7.3% | +0.6% | -8.0% | -7.6% |
| 30D | -18.9% | +19.4% | -38.4% | -24.9% |
| 3M | -5.3% | +4.5% | -9.8% | -7.6% |
| 6M | -16.9% | +4.9% | -21.9% | -19.5% |
| YTD | -37.4% | -8.9% | -28.5% | -36.9% |
| 1Y | -38.5% | -23.0% | -15.5% | -33.8% |
| 3Y | -55.1% | -16.7% | -38.4% | -54.3% |
| 5Y | -90.8% | -4.5% | -86.3% | -91.4% |
| All | -79.4% | +115.7% | -195.1% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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