+3.6%
SNOW vs LPLA
+145.5%
-141.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +8.4% | -1.5% | +9.9% | +9.1% |
| 30D | -1.0% | -6.0% | +5.0% | +1.4% |
| 3M | +38.3% | +21.4% | +16.9% | +28.0% |
| 6M | +81.3% | +12.1% | +69.2% | +71.5% |
| YTD | +51.1% | -1.8% | +53.0% | +50.2% |
| 1Y | +47.0% | +3.2% | +43.8% | +41.7% |
| 3Y | +99.7% | +45.9% | +53.8% | +63.9% |
| 5Y | +3.6% | +144.7% | -141.1% | -44.9% |
| All | +3.6% | +145.5% | -141.9% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling