-77.7%
SNAP vs LH
+181.4%
-259.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.3% |
| 7D | +0.7% | -2.5% | +3.2% | +2.2% |
| 30D | +2.6% | +4.3% | -1.7% | +0.3% |
| 3M | -9.9% | +25.5% | -35.4% | -20.6% |
| 6M | +1.9% | +17.0% | -15.1% | -6.8% |
| YTD | -32.2% | +31.3% | -63.5% | -42.1% |
| 1Y | -22.8% | +20.0% | -42.8% | -31.1% |
| 3Y | -47.6% | +63.9% | -111.5% | -61.5% |
| 5Y | -92.7% | +30.9% | -123.6% | -94.0% |
| All | -77.7% | +181.4% | -259.0% | -88.0% |
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