-92.8%
SNAP vs LPLA
+145.4%
-238.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | +0.7% | -3.1% | +3.8% | +2.3% |
| 30D | +2.6% | -0.1% | +2.7% | +2.5% |
| 3M | -9.9% | +23.2% | -33.1% | -19.5% |
| 6M | +1.9% | +15.5% | -13.7% | -6.7% |
| YTD | -32.2% | +0.9% | -33.1% | -33.8% |
| 1Y | -22.8% | +0.2% | -23.0% | -25.1% |
| 3Y | -47.6% | +55.2% | -102.8% | -62.5% |
| All | -92.8% | +145.4% | -238.3% | -97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling