+51.0%
SNPS vs LTH
+184.4%
-133.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.6% | +2.6% |
| 7D | -3.7% | +4.5% | -8.1% | -4.7% |
| 30D | -10.4% | +16.3% | -26.7% | -13.6% |
| 3M | +11.0% | +8.4% | +2.6% | +8.5% |
| 6M | -10.7% | +40.3% | -51.0% | -18.3% |
| YTD | -4.1% | +77.3% | -81.4% | -18.0% |
| 1Y | +13.7% | +88.0% | -74.2% | -4.4% |
| 3Y | -8.1% | +274.3% | -282.3% | -35.7% |
| 5Y | +32.2% | +142.9% | -110.7% | -9.4% |
| All | +51.0% | +184.4% | -133.4% | +3.9% |
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