-52.6%
SNAP vs LSCC
+69.3%
-121.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -8.6% | -5.4% | -11.4% |
| 7D | -10.4% | -4.8% | -5.6% | -8.9% |
| 30D | -11.9% | -27.1% | +15.2% | -3.6% |
| 3M | -4.5% | -23.6% | +19.1% | +2.2% |
| 6M | -16.7% | -19.8% | +3.1% | -14.0% |
| YTD | -36.9% | +33.2% | -70.2% | -46.7% |
| 1Y | -30.3% | +55.2% | -85.5% | -44.5% |
| All | -52.6% | +69.3% | -121.9% | -68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling