-77.8%
SNAP vs LH
+179.6%
-257.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | +1.5% | -0.8% | +2.3% | +2.0% |
| 30D | +1.9% | +2.0% | -0.1% | +0.8% |
| 3M | -3.9% | +24.3% | -28.1% | -14.8% |
| 6M | +5.2% | +21.1% | -15.8% | -5.5% |
| YTD | -32.7% | +30.4% | -63.2% | -42.3% |
| 1Y | -24.8% | +18.4% | -43.2% | -32.4% |
| 3Y | -42.2% | +65.5% | -107.6% | -57.8% |
| 5Y | -92.7% | +29.9% | -122.5% | -94.0% |
| All | -77.8% | +179.6% | -257.4% | -88.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling