+54.9%
SNPS vs LTH
+186.8%
-131.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -0.2% | +0.3% | -0.5% | -0.3% |
| 30D | -8.0% | +17.7% | -25.7% | -11.6% |
| 3M | +12.5% | +8.5% | +4.0% | +10.0% |
| 6M | -10.5% | +46.9% | -57.4% | -19.0% |
| YTD | -1.6% | +78.8% | -80.4% | -16.0% |
| 1Y | +16.8% | +84.9% | -68.1% | -1.3% |
| 3Y | -10.9% | +246.4% | -257.3% | -36.4% |
| 5Y | +35.8% | +129.6% | -93.8% | -7.4% |
| All | +54.9% | +186.8% | -131.9% | +6.4% |
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