-92.8%
SNAP vs LTH
+160.9%
-253.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.4% | -4.2% |
| 7D | +0.7% | -0.6% | +1.4% | +1.0% |
| 30D | +2.6% | -4.6% | +7.2% | +4.6% |
| 3M | -9.9% | +32.8% | -42.7% | -21.7% |
| 6M | +1.9% | +64.6% | -62.8% | -21.9% |
| YTD | -32.2% | +62.6% | -94.9% | -47.9% |
| 1Y | -22.8% | +49.9% | -72.8% | -38.6% |
| 3Y | -47.6% | +151.3% | -198.9% | -70.5% |
| All | -92.8% | +160.9% | -253.7% | -96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling