+14.6%
SNOW vs LPLA
+274.3%
-259.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.6% | -2.6% |
| 7D | +5.5% | -0.9% | +6.4% | +5.8% |
| 30D | -13.2% | -9.5% | -3.7% | -10.9% |
| 3M | -13.7% | -21.9% | +8.1% | -7.0% |
| 6M | +91.0% | -2.6% | +93.6% | +89.3% |
| YTD | +32.7% | -17.8% | +50.5% | +38.8% |
| 1Y | +13.3% | -21.2% | +34.4% | +20.1% |
| 3Y | +83.4% | +30.6% | +52.7% | +58.2% |
| 5Y | -24.7% | +81.3% | -106.1% | -46.9% |
| All | +14.6% | +274.3% | -259.7% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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