-15.6%
SNPS vs LTH
+152.2%
-167.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | -11.0% | -0.6% | -10.4% | -10.9% |
| 30D | -1.7% | -4.6% | +2.8% | -0.9% |
| 3M | -20.4% | +32.8% | -53.2% | -25.2% |
| 6M | -8.6% | +64.6% | -73.2% | -19.0% |
| YTD | -16.2% | +62.6% | -78.8% | -25.7% |
| 1Y | -34.6% | +49.9% | -84.5% | -40.8% |
| All | -15.6% | +152.2% | -167.9% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling