+8.6%
SNOW vs LSCC
+257.8%
-249.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.1% | -4.8% | -0.5% |
| 7D | -9.9% | +13.0% | -22.8% | -14.5% |
| 30D | -17.1% | -19.8% | +2.7% | -10.0% |
| 3M | -13.2% | -18.4% | +5.2% | -7.5% |
| 6M | +97.4% | -16.1% | +113.5% | +98.3% |
| YTD | +25.8% | +42.7% | -17.0% | -6.0% |
| 1Y | +4.2% | +68.0% | -63.8% | -28.7% |
| 3Y | +91.3% | +85.8% | +5.5% | +5.7% |
| 5Y | -24.4% | +28.0% | -52.4% | -53.5% |
| All | +8.6% | +257.8% | -249.2% | -66.2% |
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