+21.2%
SNOW vs LCID
-97.1%
+118.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.2% | +6.6% | -0.9% |
| 7D | +5.5% | -10.2% | +15.7% | +7.3% |
| 30D | -13.2% | -10.2% | -3.0% | -11.9% |
| 3M | -13.7% | -54.1% | +40.4% | -1.8% |
| 6M | +91.0% | -53.8% | +144.7% | +110.8% |
| YTD | +32.7% | -72.0% | +104.7% | +58.3% |
| 1Y | +13.3% | -80.5% | +93.8% | +43.8% |
| 3Y | +83.4% | -92.6% | +175.9% | +150.3% |
| 5Y | -24.7% | -99.3% | +74.6% | +48.5% |
| All | +21.2% | -97.1% | +118.4% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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