-90.4%
SNAP vs LSCC
+18.7%
-109.1%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -8.6% | -5.4% | -10.2% |
| 7D | -10.4% | -4.8% | -5.6% | -8.3% |
| 30D | -11.9% | -27.1% | +15.2% | +0.3% |
| 3M | -4.5% | -23.6% | +19.1% | +5.0% |
| 6M | -16.7% | -19.8% | +3.1% | -13.4% |
| YTD | -36.9% | +33.2% | -70.2% | -50.8% |
| 1Y | -30.3% | +55.2% | -85.5% | -50.1% |
| 3Y | -52.5% | +70.1% | -122.6% | -72.8% |
| 5Y | -90.4% | +19.5% | -109.9% | -94.7% |
| All | -90.4% | +18.7% | -109.1% | -94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling