+32.8%
SNOW vs LSCC
+294.9%
-262.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.0% | -7.4% | -6.2% |
| 7D | +2.8% | +1.3% | +1.5% | +2.1% |
| 30D | +6.4% | -9.7% | +16.1% | +10.5% |
| 3M | +38.1% | -23.7% | +61.8% | +49.5% |
| 6M | +100.4% | +26.5% | +73.9% | +65.6% |
| YTD | +53.7% | +57.5% | -3.8% | +12.0% |
| 1Y | +52.0% | +75.7% | -23.7% | +3.3% |
| 3Y | +114.7% | +19.5% | +95.2% | +60.2% |
| 5Y | +8.8% | +83.8% | -75.0% | -42.2% |
| All | +32.8% | +294.9% | -262.1% | -59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling