-77.7%
SNAP vs LVS
+1.2%
-78.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | +0.7% | -1.5% | +2.2% | +1.4% |
| 30D | +2.6% | -3.2% | +5.9% | +4.3% |
| 3M | -9.9% | -12.0% | +2.1% | -4.4% |
| 6M | +1.9% | -19.9% | +21.8% | +13.4% |
| YTD | -32.2% | -30.6% | -1.6% | -19.7% |
| 1Y | -22.8% | -17.7% | -5.1% | -16.9% |
| 3Y | -47.6% | -14.2% | -33.4% | -47.0% |
| 5Y | -92.7% | +9.6% | -102.3% | -93.7% |
| All | -77.7% | +1.2% | -78.9% | -79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling