-53.8%
SNAP vs LH
+80.4%
-134.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.9% |
| 7D | -7.1% | +1.4% | -8.5% | -7.6% |
| 30D | -14.6% | +17.5% | -32.1% | -20.2% |
| 3M | -5.0% | +16.1% | -21.0% | -10.8% |
| 6M | -18.8% | +43.4% | -62.2% | -30.3% |
| YTD | -38.5% | +47.2% | -85.7% | -48.0% |
| 1Y | -38.1% | +50.1% | -88.2% | -48.2% |
| 3Y | -53.8% | +81.2% | -134.9% | -63.9% |
| All | -53.8% | +80.4% | -134.2% | -63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling