-78.5%
SNAP vs LSCC
+1,484.6%
-1,563.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.2% | +3.0% |
| 7D | +6.0% | +7.0% | -0.9% | +2.9% |
| 30D | -13.8% | -2.3% | -11.5% | -13.9% |
| 3M | -0.8% | -12.5% | +11.8% | +2.3% |
| 6M | -6.2% | -10.6% | +4.3% | -7.0% |
| YTD | -34.8% | +52.7% | -87.5% | -50.5% |
| 1Y | -38.7% | +74.0% | -112.7% | -56.3% |
| 3Y | -53.5% | +104.8% | -158.2% | -72.5% |
| 5Y | -90.2% | +36.2% | -126.5% | -93.5% |
| All | -78.5% | +1,484.6% | -1,563.1% | -93.2% |
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