-78.3%
SNAP vs LNT
+135.0%
-213.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.1% |
| 7D | -5.0% | +0.2% | -5.2% | -5.0% |
| 30D | -0.7% | -0.5% | -0.2% | -0.7% |
| 3M | -5.0% | -5.5% | +0.5% | -4.6% |
| 6M | +3.5% | -3.8% | +7.3% | +3.7% |
| YTD | -34.2% | +6.8% | -41.0% | -34.9% |
| 1Y | -27.1% | +9.3% | -36.4% | -28.1% |
| 3Y | -43.5% | +47.9% | -91.4% | -46.9% |
| 5Y | -92.9% | +31.6% | -124.5% | -93.3% |
| All | -78.3% | +135.0% | -213.3% | -80.1% |
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