+32.0%
SNPS vs LTH
+160.9%
-128.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.8% |
| 3M | -20.4% | +32.8% | -53.2% | -25.9% |
| 6M | -8.6% | +64.6% | -73.2% | -20.0% |
| YTD | -16.2% | +62.6% | -78.8% | -26.6% |
| 1Y | -34.6% | +49.9% | -84.5% | -41.6% |
| 3Y | -14.5% | +151.3% | -165.8% | -34.0% |
| All | +32.0% | +160.9% | -128.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling