+31.4%
SNPS vs LTH
+156.3%
-124.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | 0.0% |
| 7D | -5.5% | +1.5% | -7.0% | -5.9% |
| 30D | -5.8% | -3.1% | -2.7% | -5.2% |
| 3M | -17.2% | +28.1% | -45.3% | -22.3% |
| 6M | -10.4% | +67.4% | -77.8% | -21.9% |
| YTD | -16.5% | +59.8% | -76.3% | -26.7% |
| 1Y | -35.6% | +45.6% | -81.2% | -42.2% |
| 3Y | -14.6% | +162.0% | -176.6% | -34.9% |
| All | +31.4% | +156.3% | -124.9% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling