-79.7%
SNAP vs LH
+215.5%
-295.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -3.0% |
| 7D | -7.1% | +1.4% | -8.5% | -7.7% |
| 30D | -14.6% | +17.5% | -32.1% | -22.0% |
| 3M | -5.0% | +16.1% | -21.0% | -12.7% |
| 6M | -18.8% | +43.4% | -62.2% | -33.7% |
| YTD | -38.5% | +47.2% | -85.7% | -50.8% |
| 1Y | -38.1% | +50.1% | -88.2% | -51.1% |
| 3Y | -53.8% | +81.2% | -134.9% | -67.9% |
| 5Y | -90.7% | +63.7% | -154.4% | -93.2% |
| All | -79.7% | +215.5% | -295.3% | -89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling