-79.7%
SNAP vs LSCC
+1,381.2%
-1,461.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.1% | -9.7% | -5.5% |
| 7D | -7.1% | +13.0% | -20.1% | -11.7% |
| 30D | -14.6% | -19.8% | +5.2% | -7.4% |
| 3M | -5.0% | -18.4% | +13.4% | +0.9% |
| 6M | -18.8% | -16.1% | -2.7% | -17.2% |
| YTD | -38.5% | +42.7% | -81.3% | -51.9% |
| 1Y | -38.1% | +68.0% | -106.1% | -55.1% |
| 3Y | -53.8% | +85.8% | -139.6% | -71.5% |
| 5Y | -90.7% | +28.0% | -118.7% | -93.6% |
| All | -79.7% | +1,381.2% | -1,461.0% | -93.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling