-79.4%
SNAP vs LNT
+156.3%
-235.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.7% |
| 7D | -7.3% | +0.6% | -7.9% | -7.4% |
| 30D | -18.9% | +12.4% | -31.3% | -19.8% |
| 3M | -5.3% | +6.7% | -12.0% | -5.9% |
| 6M | -16.9% | +3.9% | -20.9% | -17.4% |
| YTD | -37.4% | +16.5% | -53.9% | -38.6% |
| 1Y | -38.5% | +12.5% | -51.0% | -39.4% |
| 3Y | -55.1% | +66.9% | -121.9% | -58.4% |
| 5Y | -90.8% | +56.1% | -146.9% | -91.5% |
| All | -79.4% | +156.3% | -235.7% | -81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling