-53.8%
SNAP vs LEN
-18.1%
-35.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.6% | -1.4% |
| 7D | -7.1% | +2.1% | -9.2% | -7.9% |
| 30D | -14.6% | +16.6% | -31.2% | -19.6% |
| 3M | -5.0% | +5.3% | -10.3% | -7.3% |
| 6M | -18.8% | -0.8% | -18.1% | -19.4% |
| YTD | -38.5% | -11.7% | -26.8% | -37.6% |
| 1Y | -38.1% | -24.6% | -13.5% | -33.0% |
| 3Y | -53.8% | -18.7% | -35.1% | -58.3% |
| All | -53.8% | -18.1% | -35.7% | -58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling