-92.8%
SNAP vs LCID
-97.6%
+4.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.8% | -4.5% |
| 7D | +0.7% | -6.6% | +7.3% | +2.5% |
| 30D | +2.6% | -30.1% | +32.8% | +12.4% |
| 3M | -9.9% | -17.6% | +7.7% | -9.3% |
| 6M | +1.9% | -54.4% | +56.3% | +19.1% |
| YTD | -32.2% | -55.7% | +23.5% | -20.9% |
| 1Y | -22.8% | -71.0% | +48.2% | +0.4% |
| 3Y | -47.6% | -92.6% | +45.0% | -9.8% |
| All | -92.8% | -97.6% | +4.8% | -82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling