+259.1%
LRCX vs SNAP
-52.9%
+312.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +6.8% | -0.7% | +4.5% |
| 7D | +6.5% | -9.8% | +16.3% | +9.4% |
| 30D | -23.8% | -18.2% | -5.6% | -20.2% |
| 3M | -24.2% | -3.1% | -21.1% | -24.2% |
| 6M | -20.2% | -7.1% | -13.1% | -20.0% |
| YTD | +38.2% | -33.8% | +72.0% | +48.2% |
| 1Y | +48.9% | -39.0% | +87.9% | +62.8% |
| All | +259.1% | -52.9% | +312.0% | +248.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling