+28.4%
SNPS vs LTH
+146.1%
-117.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.8% | -5.7% | -5.1% |
| 7D | -10.2% | +5.3% | -15.5% | -11.3% |
| 30D | -12.8% | +18.3% | -31.1% | -16.4% |
| 3M | +9.9% | +5.4% | +4.5% | +8.1% |
| 6M | -12.4% | +62.5% | -74.9% | -23.1% |
| YTD | -6.3% | +79.6% | -85.9% | -20.3% |
| 1Y | +7.6% | +88.1% | -80.5% | -9.8% |
| 3Y | -9.8% | +272.5% | -282.2% | -37.3% |
| All | +28.4% | +146.1% | -117.7% | -12.1% |
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