+2,144.5%
LRCX vs SNAP
-78.3%
+2,222.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.4% | -0.4% |
| 7D | +26.2% | +2.6% | +23.7% | +25.6% |
| 30D | -22.4% | -19.6% | -2.8% | -18.9% |
| 3M | -28.2% | +0.4% | -28.6% | -28.7% |
| 6M | -19.0% | -5.9% | -13.1% | -19.3% |
| YTD | +37.0% | -35.3% | +72.3% | +45.6% |
| 1Y | +45.5% | -42.6% | +88.1% | +58.2% |
| 3Y | +249.7% | -53.9% | +303.6% | +272.4% |
| 5Y | +293.9% | -90.3% | +384.1% | +396.9% |
| All | +2,144.5% | -78.3% | +2,222.8% | +1,810.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling