-22.8%
SNAP vs LH
+20.0%
-42.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.6% |
| 7D | +0.7% | -2.5% | +3.2% | +1.5% |
| 30D | +2.6% | +4.3% | -1.7% | +1.5% |
| 3M | -9.9% | +25.5% | -35.4% | -14.5% |
| 6M | +1.9% | +17.0% | -15.1% | -2.5% |
| YTD | -32.2% | +31.3% | -63.5% | -35.9% |
| 1Y | -22.8% | +20.0% | -42.8% | -27.1% |
| All | -22.8% | +20.0% | -42.8% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling