-90.0%
SNAP vs LCID
-99.1%
+9.2%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.7% | +9.5% | +7.5% |
| 7D | -9.8% | +8.9% | -18.7% | -12.1% |
| 30D | -18.2% | +6.8% | -25.1% | -20.0% |
| 3M | -3.1% | -45.2% | +42.1% | +12.8% |
| 6M | -7.1% | -39.1% | +32.0% | +0.2% |
| YTD | -33.8% | -65.3% | +31.5% | -17.9% |
| 1Y | -39.0% | -78.4% | +39.4% | -13.4% |
| 3Y | -52.8% | -90.3% | +37.5% | -26.9% |
| 5Y | -90.0% | -99.2% | +9.2% | -66.1% |
| All | -90.0% | -99.1% | +9.2% | -66.1% |
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