-20.7%
SNAP vs LH
+44.2%
-65.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.9% | +2.0% | +4.7% |
| 7D | -0.7% | +2.1% | -2.8% | -1.3% |
| 30D | +5.5% | +19.2% | -13.6% | -0.3% |
| 3M | +2.2% | +18.0% | -15.8% | -3.1% |
| 6M | -4.1% | +46.1% | -50.1% | -14.4% |
| YTD | -26.6% | +47.7% | -74.3% | -34.3% |
| 1Y | -20.7% | +47.2% | -68.0% | -29.7% |
| All | -20.7% | +44.2% | -65.0% | -29.7% |
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