-79.2%
SNAP vs LII
+134.3%
-213.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.8% | -11.2% | -12.6% |
| 7D | -10.4% | +0.2% | -10.6% | -10.2% |
| 30D | -11.9% | -4.6% | -7.3% | -10.2% |
| 3M | -4.5% | -21.7% | +17.1% | +7.1% |
| 6M | -16.7% | -32.8% | +16.1% | -1.6% |
| YTD | -36.9% | -27.5% | -9.4% | -29.3% |
| 1Y | -30.3% | -28.0% | -2.3% | -21.8% |
| 3Y | -52.5% | -7.2% | -45.3% | -55.4% |
| 5Y | -90.4% | +22.6% | -113.0% | -92.6% |
| All | -79.2% | +134.3% | -213.5% | -88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling