-78.5%
SNAP vs LPLA
+688.2%
-766.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +6.0% | -0.9% | +7.0% | +6.4% |
| 30D | -13.8% | -9.5% | -4.3% | -10.5% |
| 3M | -0.8% | -21.9% | +21.1% | +9.6% |
| 6M | -6.2% | -2.6% | -3.6% | -6.9% |
| YTD | -34.8% | -17.8% | -17.0% | -30.8% |
| 1Y | -38.7% | -21.2% | -17.5% | -33.8% |
| 3Y | -53.5% | +30.6% | -84.1% | -61.8% |
| 5Y | -90.2% | +81.3% | -171.5% | -93.3% |
| All | -78.5% | +688.2% | -766.7% | -91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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