-93.4%
SNAP vs LTH
+186.2%
-279.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.5% |
| 7D | -10.6% | +6.4% | -16.9% | -13.0% |
| 30D | -19.7% | +16.7% | -36.5% | -25.4% |
| 3M | -6.5% | +11.7% | -18.2% | -11.8% |
| 6M | -17.8% | +48.5% | -66.3% | -32.8% |
| YTD | -38.0% | +78.4% | -116.4% | -54.5% |
| 1Y | -42.5% | +89.7% | -132.1% | -59.2% |
| 3Y | -55.8% | +245.6% | -301.5% | -78.9% |
| 5Y | -90.5% | +142.7% | -233.2% | -95.5% |
| All | -93.4% | +186.2% | -279.6% | -97.1% |
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