+935.8%
LRCX vs SNOW
+34.3%
+901.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -3.1% | -2.4% | -0.6% | -2.5% |
| 30D | -8.6% | -1.0% | -7.6% | -8.7% |
| 3M | -17.7% | +36.9% | -54.5% | -24.5% |
| 6M | +36.4% | +83.4% | -47.0% | +11.6% |
| YTD | +74.5% | +50.0% | +24.6% | +50.4% |
| 1Y | +159.4% | +46.5% | +112.9% | +124.8% |
| 3Y | +361.6% | +93.3% | +268.3% | +248.5% |
| 5Y | +425.2% | +3.3% | +422.0% | +320.2% |
| All | +935.8% | +34.3% | +901.5% | +670.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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