-79.0%
SNAP vs LCID
-96.3%
+17.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.7% | -5.7% | -2.1% |
| 7D | -10.6% | +24.8% | -35.4% | -15.0% |
| 30D | -19.7% | -0.5% | -19.2% | -20.0% |
| 3M | -6.5% | -43.0% | +36.4% | +5.0% |
| 6M | -17.8% | -40.5% | +22.8% | -11.6% |
| YTD | -38.0% | -64.3% | +26.3% | -26.4% |
| 1Y | -42.5% | -78.1% | +35.6% | -23.9% |
| 3Y | -55.8% | -90.1% | +34.2% | -36.9% |
| 5Y | -90.5% | -99.1% | +8.5% | -79.1% |
| All | -79.0% | -96.3% | +17.3% | -54.3% |
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