-78.3%
SNAP vs LVS
-1.2%
-77.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.5% |
| 7D | -5.0% | -2.7% | -2.3% | -3.7% |
| 30D | -0.7% | -4.7% | +3.9% | +1.7% |
| 3M | -5.0% | -15.6% | +10.6% | +2.9% |
| 6M | +3.5% | -18.6% | +22.2% | +14.4% |
| YTD | -34.2% | -32.3% | -1.9% | -21.2% |
| 1Y | -27.1% | -18.0% | -9.0% | -21.3% |
| 3Y | -43.5% | -5.8% | -37.6% | -45.3% |
| 5Y | -92.9% | +5.7% | -98.6% | -93.8% |
| All | -78.3% | -1.2% | -77.1% | -80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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