+42.8%
LRCX vs SNAP
-22.3%
+65.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +5.9% | -9.9% | -4.8% |
| 7D | -12.8% | -0.7% | -12.1% | -12.7% |
| 30D | -36.0% | +5.5% | -41.5% | -36.5% |
| 3M | -30.2% | +2.2% | -32.5% | -30.7% |
| 6M | -14.2% | -4.1% | -10.2% | -12.7% |
| YTD | +29.7% | -26.6% | +56.4% | +33.3% |
| 1Y | +42.8% | -20.7% | +63.5% | +44.9% |
| All | +42.8% | -22.3% | +65.1% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 1y: compounded portfolio wealth divided by compounded SNAP 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…
1y analysis · Full analysis span regression · 6 months rolling