+31.7%
SNPS vs LTH
+137.1%
-105.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.1% |
| 7D | +1.1% | -1.3% | +2.3% | +1.3% |
| 30D | -5.2% | +15.7% | -20.8% | -8.6% |
| 3M | +10.6% | +5.0% | +5.6% | +8.9% |
| 6M | -10.6% | +37.7% | -48.3% | -18.0% |
| YTD | -3.1% | +75.0% | -78.1% | -17.3% |
| 1Y | +15.6% | +82.6% | -67.1% | -2.6% |
| 3Y | -12.9% | +241.3% | -254.2% | -38.4% |
| All | +31.7% | +137.1% | -105.4% | -9.4% |
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 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