+111.6%
SNOW vs LSCC
+20.0%
+91.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.0% | -7.4% | -5.8% |
| 7D | +2.8% | +1.3% | +1.5% | +2.5% |
| 30D | +6.4% | -9.7% | +16.1% | +8.6% |
| 3M | +38.1% | -23.7% | +61.8% | +44.3% |
| 6M | +100.4% | +26.5% | +73.9% | +79.9% |
| YTD | +53.7% | +57.5% | -3.8% | +28.0% |
| 1Y | +52.0% | +75.7% | -23.7% | +21.5% |
| All | +111.6% | +20.0% | +91.5% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling