+14.7%
SNOW vs LSCC
+288.0%
-273.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.4% | -2.9% | +2.1% |
| 7D | +0.2% | +19.3% | -19.2% | -7.1% |
| 30D | -21.1% | -9.6% | -11.4% | -18.3% |
| 3M | -11.9% | -12.4% | +0.5% | -8.8% |
| 6M | +91.0% | -10.5% | +101.4% | +87.6% |
| YTD | +32.7% | +54.8% | -22.1% | -4.0% |
| 1Y | +10.8% | +79.4% | -68.6% | -26.1% |
| 3Y | +86.2% | +109.6% | -23.4% | -2.7% |
| 5Y | -22.7% | +40.4% | -63.1% | -54.2% |
| All | +14.7% | +288.0% | -273.4% | -65.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling