-79.4%
SNAP vs LH
+220.1%
-299.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.0% |
| 7D | -7.3% | +4.6% | -11.9% | -9.4% |
| 30D | -18.9% | +19.1% | -38.1% | -26.4% |
| 3M | -5.3% | +16.7% | -22.0% | -13.2% |
| 6M | -16.9% | +47.0% | -64.0% | -33.1% |
| YTD | -37.4% | +49.3% | -86.7% | -50.3% |
| 1Y | -38.5% | +48.6% | -87.1% | -51.1% |
| 3Y | -55.1% | +87.8% | -142.9% | -69.4% |
| 5Y | -90.8% | +65.0% | -155.8% | -93.3% |
| All | -79.4% | +220.1% | -299.4% | -89.7% |
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 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