-77.7%
SNAP vs LNT
+135.4%
-213.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | +2.6% | -3.2% | +5.8% | +2.9% |
| 3M | -9.9% | -4.1% | -5.8% | -9.6% |
| 6M | +1.9% | -4.6% | +6.4% | +2.2% |
| YTD | -32.2% | +7.0% | -39.2% | -32.9% |
| 1Y | -22.8% | +8.3% | -31.1% | -23.8% |
| 3Y | -47.6% | +51.0% | -98.6% | -51.0% |
| 5Y | -92.7% | +30.2% | -122.9% | -93.1% |
| All | -77.7% | +135.4% | -213.0% | -79.5% |
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