-47.7%
SNAP vs LEN
-24.6%
-23.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.6% |
| 7D | +0.7% | -3.2% | +3.9% | +2.0% |
| 30D | +2.6% | -4.9% | +7.5% | +4.6% |
| 3M | -9.9% | -8.5% | -1.4% | -7.2% |
| 6M | +1.9% | -20.7% | +22.5% | +10.2% |
| YTD | -32.2% | -17.4% | -14.8% | -29.0% |
| 1Y | -22.8% | -38.2% | +15.4% | -8.4% |
| All | -47.7% | -24.6% | -23.1% | -48.2% |
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 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