-42.2%
SNAP vs LVS
-6.1%
-36.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.3% |
| 7D | +1.5% | +0.3% | +1.2% | +1.4% |
| 30D | +1.9% | -3.9% | +5.8% | +3.8% |
| 3M | -3.9% | -12.9% | +9.0% | +2.0% |
| 6M | +5.2% | -16.9% | +22.2% | +14.4% |
| YTD | -32.7% | -31.2% | -1.5% | -21.3% |
| 1Y | -24.8% | -16.4% | -8.4% | -19.7% |
| 3Y | -42.2% | -4.4% | -37.7% | -51.2% |
| All | -42.2% | -6.1% | -36.1% | -51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling