-55.1%
SNAP vs LNT
+63.0%
-118.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +2.0% |
| 7D | -7.3% | +0.6% | -7.9% | -7.3% |
| 30D | -18.9% | +12.4% | -31.3% | -17.6% |
| 3M | -5.3% | +6.7% | -12.0% | -4.4% |
| 6M | -16.9% | +3.9% | -20.9% | -16.4% |
| YTD | -37.4% | +16.5% | -53.9% | -36.2% |
| 1Y | -38.5% | +12.5% | -51.0% | -37.4% |
| 3Y | -55.1% | +66.9% | -121.9% | -57.7% |
| All | -55.1% | +63.0% | -118.1% | -57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling