-20.7%
SNAP vs LSCC
+57.8%
-78.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.3% | +4.6% | +5.7% |
| 7D | -0.7% | +3.0% | -3.6% | -1.3% |
| 30D | +5.5% | -19.3% | +24.8% | +9.2% |
| 3M | +2.2% | -22.3% | +24.5% | +6.6% |
| 6M | -4.1% | -14.6% | +10.5% | -3.2% |
| YTD | -26.6% | +45.8% | -72.4% | -37.2% |
| 1Y | -20.7% | +69.6% | -90.4% | -35.5% |
| All | -20.7% | +57.8% | -78.6% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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