-79.4%
SNAP vs LPLA
+722.5%
-801.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.4% | -1.6% | +0.3% |
| 7D | -7.3% | +2.3% | -9.6% | -8.0% |
| 30D | -18.9% | -7.7% | -11.3% | -16.5% |
| 3M | -5.3% | -15.7% | +10.4% | +1.2% |
| 6M | -16.9% | +0.8% | -17.8% | -18.7% |
| YTD | -37.4% | -14.2% | -23.2% | -34.8% |
| 1Y | -38.5% | -17.9% | -20.6% | -34.7% |
| 3Y | -55.1% | +36.1% | -91.2% | -63.7% |
| 5Y | -90.8% | +90.3% | -181.1% | -93.8% |
| All | -79.4% | +722.5% | -801.8% | -91.7% |
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