-53.5%
SNAP vs LII
-8.2%
-45.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | +0.3% |
| 7D | +6.0% | +2.9% | +3.1% | +4.9% |
| 30D | -13.8% | +0.9% | -14.7% | -14.3% |
| 3M | -0.8% | -15.5% | +14.8% | +5.6% |
| 6M | -6.2% | -30.2% | +24.0% | +5.2% |
| YTD | -34.8% | -26.8% | -8.0% | -29.5% |
| 1Y | -38.7% | -25.3% | -13.4% | -34.5% |
| 3Y | -53.5% | -7.8% | -45.7% | -52.3% |
| All | -53.5% | -8.2% | -45.3% | -52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling