-79.6%
SNAP vs LVS
-6.1%
-73.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.8% |
| 7D | -10.6% | +6.7% | -17.2% | -13.3% |
| 30D | -19.7% | +13.8% | -33.5% | -24.7% |
| 3M | -6.5% | -9.5% | +2.9% | -2.1% |
| 6M | -17.8% | -22.0% | +4.3% | -7.7% |
| YTD | -38.0% | -35.7% | -2.4% | -24.1% |
| 1Y | -42.5% | -36.7% | -5.8% | -29.1% |
| 3Y | -55.8% | -8.8% | -47.0% | -56.7% |
| 5Y | -90.5% | +9.5% | -100.1% | -91.8% |
| All | -79.6% | -6.1% | -73.4% | -80.8% |
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