-93.5%
SNAP vs LTH
+184.4%
-277.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.2% | -2.0% |
| 7D | -7.1% | +4.5% | -11.6% | -9.0% |
| 30D | -14.6% | +16.3% | -31.0% | -20.5% |
| 3M | -5.0% | +8.4% | -13.4% | -9.1% |
| 6M | -18.8% | +40.3% | -59.1% | -31.8% |
| YTD | -38.5% | +77.3% | -115.8% | -54.8% |
| 1Y | -38.1% | +88.0% | -126.0% | -55.9% |
| 3Y | -53.8% | +274.3% | -328.0% | -79.0% |
| 5Y | -90.7% | +142.9% | -233.6% | -95.6% |
| All | -93.5% | +184.4% | -277.9% | -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