-22.1%
SNOW vs LSCC
+47.5%
-69.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.4% | -8.5% | -2.3% |
| 7D | +3.7% | +14.5% | -10.8% | -2.1% |
| 30D | -16.4% | -0.1% | -16.4% | -17.1% |
| 3M | -9.9% | -2.7% | -7.2% | -10.7% |
| 6M | +98.8% | -4.8% | +103.6% | +90.2% |
| YTD | +37.3% | +66.9% | -29.5% | -4.3% |
| 1Y | +11.0% | +85.8% | -74.8% | -27.2% |
| 3Y | +87.8% | +115.6% | -27.8% | -4.7% |
| All | -22.1% | +47.5% | -69.6% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling