+46.5%
SNOW vs LPLA
+3.8%
+42.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.5% |
| 7D | -2.4% | -1.5% | -0.9% | -2.2% |
| 30D | -1.0% | -6.0% | +5.0% | -0.3% |
| 3M | +36.9% | +24.0% | +12.8% | +33.8% |
| 6M | +83.4% | +17.0% | +66.4% | +80.9% |
| YTD | +50.0% | -0.7% | +50.6% | +51.8% |
| 1Y | +46.5% | +2.1% | +44.4% | +46.9% |
| All | +46.5% | +3.8% | +42.8% | +46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling