-90.4%
SNAP vs LII
+22.0%
-112.4%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.8% | -11.2% | -12.4% |
| 7D | -10.4% | +0.2% | -10.6% | -10.2% |
| 30D | -11.9% | -4.6% | -7.3% | -10.1% |
| 3M | -4.5% | -21.7% | +17.1% | +8.7% |
| 6M | -16.7% | -32.8% | +16.1% | +0.3% |
| YTD | -36.9% | -27.5% | -9.4% | -29.0% |
| 1Y | -30.3% | -28.0% | -2.3% | -21.5% |
| 3Y | -52.5% | -7.2% | -45.3% | -59.6% |
| 5Y | -90.4% | +22.6% | -113.0% | -94.3% |
| All | -90.4% | +22.0% | -112.4% | -94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling