-93.1%
SNAP vs LTH
+180.7%
-273.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | -0.2% |
| 7D | +6.0% | -1.3% | +7.3% | +6.6% |
| 30D | -13.8% | +15.7% | -29.4% | -19.5% |
| 3M | -0.8% | +5.0% | -5.7% | -3.7% |
| 6M | -6.2% | +37.7% | -43.9% | -20.5% |
| YTD | -34.8% | +75.0% | -109.8% | -51.8% |
| 1Y | -38.7% | +82.6% | -121.3% | -55.7% |
| 3Y | -53.5% | +241.3% | -294.8% | -77.7% |
| 5Y | -90.2% | +135.4% | -225.6% | -95.3% |
| All | -93.1% | +180.7% | -273.9% | -96.9% |
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