-78.5%
SNAP vs LEN
+97.0%
-175.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | +6.0% | -5.8% | +11.8% | +8.5% |
| 30D | -13.8% | +13.7% | -27.5% | -18.5% |
| 3M | -0.8% | -3.9% | +3.1% | -0.1% |
| 6M | -6.2% | -0.4% | -5.9% | -7.3% |
| YTD | -34.8% | -16.8% | -18.0% | -31.9% |
| 1Y | -38.7% | -29.5% | -9.2% | -31.7% |
| 3Y | -53.5% | -25.6% | -27.9% | -50.5% |
| 5Y | -90.2% | -13.2% | -77.0% | -90.5% |
| All | -78.5% | +97.0% | -175.5% | -83.0% |
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