-79.4%
SNAP vs LSCC
+1,506.3%
-1,585.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.4% | -6.6% | -1.7% |
| 7D | -7.3% | +19.3% | -26.7% | -14.0% |
| 30D | -18.9% | -9.6% | -9.3% | -16.3% |
| 3M | -5.3% | -12.4% | +7.2% | -2.4% |
| 6M | -16.9% | -10.5% | -6.5% | -17.6% |
| YTD | -37.4% | +54.8% | -92.2% | -52.7% |
| 1Y | -38.5% | +79.4% | -117.9% | -56.7% |
| 3Y | -55.1% | +109.6% | -164.7% | -73.8% |
| 5Y | -90.8% | +40.4% | -131.2% | -93.9% |
| All | -79.4% | +1,506.3% | -1,585.7% | -93.5% |
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 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