-79.6%
SNAP vs LII
+133.7%
-213.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.8% |
| 7D | -10.6% | +0.4% | -11.0% | -10.5% |
| 30D | -19.7% | -2.4% | -17.4% | -19.1% |
| 3M | -6.5% | -17.5% | +10.9% | +2.2% |
| 6M | -17.8% | -32.8% | +15.1% | -2.7% |
| YTD | -38.0% | -27.7% | -10.4% | -30.5% |
| 1Y | -42.5% | -28.1% | -14.4% | -35.5% |
| 3Y | -55.8% | -9.7% | -46.2% | -57.9% |
| 5Y | -90.5% | +19.5% | -110.0% | -92.6% |
| All | -79.6% | +133.7% | -213.3% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling