-78.8%
SNAP vs LCID
-96.5%
+17.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.4% | -7.6% | -0.3% |
| 7D | -7.3% | +20.0% | -27.3% | -11.2% |
| 30D | -18.9% | -5.0% | -13.9% | -18.4% |
| 3M | -5.3% | -48.9% | +43.6% | +9.1% |
| 6M | -16.9% | -43.2% | +26.3% | -9.8% |
| YTD | -37.4% | -65.9% | +28.5% | -24.9% |
| 1Y | -38.5% | -79.2% | +40.7% | -17.6% |
| 3Y | -55.1% | -90.4% | +35.3% | -35.3% |
| 5Y | -90.8% | -99.2% | +8.4% | -79.2% |
| All | -78.8% | -96.5% | +17.7% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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