-27.1%
SNAP vs LH
+16.9%
-43.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.1% | -1.9% |
| 7D | -5.0% | -3.2% | -1.8% | -4.1% |
| 30D | -0.7% | +0.1% | -0.9% | -0.6% |
| 3M | -5.0% | +18.6% | -23.6% | -8.5% |
| 6M | +3.5% | +17.9% | -14.4% | -0.5% |
| YTD | -34.2% | +28.9% | -63.1% | -37.2% |
| 1Y | -27.1% | +16.6% | -43.7% | -30.7% |
| All | -27.1% | +16.9% | -43.9% | -30.7% |
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