-53.8%
SNAP vs LTH
+268.4%
-322.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.2% | -2.2% |
| 7D | -7.1% | +4.5% | -11.6% | -8.2% |
| 30D | -14.6% | +16.3% | -31.0% | -17.9% |
| 3M | -5.0% | +8.4% | -13.4% | -7.2% |
| 6M | -18.8% | +40.3% | -59.1% | -26.4% |
| YTD | -38.5% | +77.3% | -115.8% | -48.4% |
| 1Y | -38.1% | +88.0% | -126.0% | -49.1% |
| 3Y | -53.8% | +274.3% | -328.0% | -66.6% |
| All | -53.8% | +268.4% | -322.2% | -66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling