-42.6%
SNAP vs LPLA
-23.1%
-19.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -1.4% |
| 7D | +2.6% | -2.8% | +5.3% | +3.3% |
| 30D | -19.6% | -10.2% | -9.4% | -17.2% |
| 3M | +0.4% | -22.3% | +22.7% | +7.1% |
| 6M | -5.9% | -0.5% | -5.5% | -6.7% |
| YTD | -35.3% | -17.9% | -17.5% | -31.6% |
| 1Y | -42.6% | -22.0% | -20.5% | -38.0% |
| All | -42.6% | -23.1% | -19.5% | -38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling