-92.7%
SNAP vs LVS
+4.5%
-97.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.1% |
| 3M | -3.9% | -12.9% | +9.0% | +3.1% |
| 6M | +5.2% | -16.9% | +22.2% | +16.0% |
| YTD | -32.7% | -31.2% | -1.5% | -18.8% |
| 1Y | -24.8% | -16.4% | -8.4% | -19.2% |
| 3Y | -42.2% | -4.4% | -37.7% | -45.6% |
| 5Y | -92.7% | +6.7% | -99.3% | -94.4% |
| All | -92.7% | +4.5% | -97.2% | -94.4% |
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