-90.8%
SNAP vs LVS
+3.8%
-94.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.5% |
| 7D | -7.3% | +5.2% | -12.5% | -9.9% |
| 30D | -18.9% | +12.0% | -30.9% | -23.9% |
| 3M | -5.3% | -11.5% | +6.2% | +1.0% |
| 6M | -16.9% | -23.2% | +6.3% | -4.7% |
| YTD | -37.4% | -36.7% | -0.7% | -20.8% |
| 1Y | -38.5% | -36.8% | -1.7% | -22.2% |
| 3Y | -55.1% | -10.5% | -44.5% | -56.6% |
| 5Y | -90.8% | +5.1% | -95.9% | -92.7% |
| All | -90.8% | +3.8% | -94.6% | -92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling