-79.6%
SNAP vs LNT
+155.6%
-235.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -10.6% | +1.6% | -12.1% | -10.7% |
| 30D | -19.7% | +12.1% | -31.8% | -20.6% |
| 3M | -6.5% | +8.2% | -14.7% | -7.3% |
| 6M | -17.8% | +3.6% | -21.4% | -18.1% |
| YTD | -38.0% | +16.2% | -54.2% | -39.2% |
| 1Y | -42.5% | +12.8% | -55.3% | -43.3% |
| 3Y | -55.8% | +66.5% | -122.3% | -59.1% |
| 5Y | -90.5% | +53.8% | -144.4% | -91.3% |
| All | -79.6% | +155.6% | -235.1% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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