-90.0%
SNAP vs LTH
+143.1%
-233.0%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.2% | +6.6% | +6.7% |
| 7D | -9.8% | +0.3% | -10.1% | -10.0% |
| 30D | -18.2% | +17.7% | -35.9% | -24.3% |
| 3M | -3.1% | +8.5% | -11.6% | -7.3% |
| 6M | -7.1% | +46.9% | -54.1% | -23.7% |
| YTD | -33.8% | +78.8% | -112.6% | -51.5% |
| 1Y | -39.0% | +84.9% | -123.9% | -56.2% |
| 3Y | -52.8% | +246.4% | -299.2% | -77.6% |
| 5Y | -90.0% | +129.6% | -219.5% | -95.2% |
| All | -90.0% | +143.1% | -233.0% | -95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling