+11.2%
SNPS vs LVS
-31.5%
+42.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.5% | -6.5% | -0.8% |
| 7D | -3.9% | +13.4% | -17.3% | -5.5% |
| 30D | -5.2% | +12.2% | -17.4% | -6.6% |
| 3M | +14.6% | -10.7% | +25.4% | +17.2% |
| 6M | -6.9% | -19.8% | +12.9% | -2.3% |
| YTD | -1.4% | -35.8% | +34.4% | +8.3% |
| 1Y | +11.2% | -31.8% | +43.0% | +23.5% |
| All | +11.2% | -31.5% | +42.7% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 1y: compounded portfolio wealth divided by compounded LVS 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…
1y analysis · Full analysis span regression · 6 months rolling