+15.9%
SNPS vs LTH
+85.4%
-69.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -0.2% | +0.3% | -0.5% | -0.2% |
| 30D | -8.0% | +17.7% | -25.7% | -8.8% |
| 3M | +12.5% | +8.5% | +4.0% | +11.9% |
| 6M | -10.5% | +46.9% | -57.4% | -12.5% |
| YTD | -1.6% | +78.8% | -80.4% | -5.4% |
| All | +15.9% | +85.4% | -69.5% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling