+2,758.2%
LRCX vs SNAP
-77.0%
+2,835.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.0% | -9.6% | -6.4% |
| 7D | +1.8% | -3.2% | +5.0% | +2.3% |
| 30D | -4.3% | +0.2% | -4.5% | -4.8% |
| 3M | -7.3% | +2.6% | -9.9% | -8.9% |
| 6M | +38.6% | +12.4% | +26.1% | +32.9% |
| YTD | +74.4% | -31.6% | +106.0% | +83.7% |
| 1Y | +179.1% | -21.7% | +200.8% | +185.3% |
| 3Y | +357.7% | -41.2% | +398.9% | +365.1% |
| 5Y | +424.9% | -92.6% | +517.5% | +591.2% |
| All | +2,758.2% | -77.0% | +2,835.2% | +2,310.5% |
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