-42.6%
SNAP vs LH
+41.7%
-84.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.3% | -2.3% |
| 7D | +2.6% | +2.5% | +0.1% | +1.7% |
| 30D | -19.6% | +18.7% | -38.3% | -23.9% |
| 3M | +0.4% | +15.3% | -15.0% | -4.1% |
| 6M | -5.9% | +45.4% | -51.3% | -15.8% |
| YTD | -35.3% | +49.5% | -84.8% | -41.8% |
| 1Y | -42.6% | +41.4% | -84.0% | -49.4% |
| All | -42.6% | +41.7% | -84.2% | -49.4% |
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