-77.0%
SNAP vs LCID
-95.4%
+18.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.8% | -4.4% |
| 7D | +0.7% | -6.6% | +7.3% | +2.2% |
| 30D | +2.6% | -30.1% | +32.8% | +10.8% |
| 3M | -9.9% | -17.6% | +7.7% | -9.2% |
| 6M | +1.9% | -54.4% | +56.3% | +16.2% |
| YTD | -32.2% | -55.7% | +23.5% | -22.8% |
| 1Y | -22.8% | -71.0% | +48.2% | -3.9% |
| 3Y | -47.6% | -92.6% | +45.0% | -18.9% |
| 5Y | -92.7% | -97.6% | +4.9% | -85.6% |
| All | -77.0% | -95.4% | +18.4% | -52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling