-79.2%
SNAP vs LCID
-96.8%
+17.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.4% | -13.0% | -4.9% |
| 7D | -7.1% | +8.9% | -16.1% | -8.9% |
| 30D | -14.6% | -15.4% | +0.8% | -11.7% |
| 3M | -5.0% | -52.9% | +47.9% | +11.6% |
| 6M | -18.8% | -46.8% | +28.0% | -10.4% |
| YTD | -38.5% | -68.9% | +30.3% | -24.6% |
| 1Y | -38.1% | -81.7% | +43.6% | -14.6% |
| 3Y | -53.8% | -92.4% | +38.6% | -29.7% |
| 5Y | -90.7% | -99.2% | +8.5% | -78.6% |
| All | -79.2% | -96.8% | +17.6% | -53.2% |
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