+52.0%
SNOW vs LSCC
+72.9%
-20.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.0% | -7.4% | -5.5% |
| 7D | +2.8% | +1.3% | +1.5% | +2.7% |
| 30D | +6.4% | -9.7% | +16.1% | +7.0% |
| 3M | +38.1% | -23.7% | +61.8% | +39.3% |
| 6M | +100.4% | +26.5% | +73.9% | +87.1% |
| YTD | +53.7% | +57.5% | -3.8% | +33.0% |
| 1Y | +52.0% | +75.7% | -23.7% | +30.3% |
| All | +52.0% | +72.9% | -20.9% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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