+32.8%
SNOW vs LPLA
+359.4%
-326.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | +2.8% | -3.1% | +5.9% | +4.0% |
| 30D | +6.4% | -0.1% | +6.5% | +6.5% |
| 3M | +38.1% | +23.2% | +14.9% | +27.8% |
| 6M | +100.4% | +15.5% | +84.9% | +88.4% |
| YTD | +53.7% | +0.9% | +52.8% | +51.4% |
| 1Y | +52.0% | +0.2% | +51.8% | +48.7% |
| 3Y | +114.7% | +55.2% | +59.4% | +76.4% |
| 5Y | +8.8% | +145.4% | -136.7% | -29.3% |
| All | +32.8% | +359.4% | -326.6% | -10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling