-93.4%
SNAP vs LTH
+183.0%
-276.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | -7.3% | +7.0% | -14.3% | -10.1% |
| 30D | -18.9% | +15.4% | -34.4% | -24.3% |
| 3M | -5.3% | +7.0% | -12.3% | -8.8% |
| 6M | -16.9% | +46.9% | -63.8% | -31.7% |
| YTD | -37.4% | +76.4% | -113.8% | -53.8% |
| 1Y | -38.5% | +83.7% | -122.2% | -55.7% |
| 3Y | -55.1% | +248.9% | -304.0% | -78.7% |
| 5Y | -90.8% | +141.8% | -232.6% | -95.6% |
| All | -93.4% | +183.0% | -276.4% | -97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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