+35.8%
SNPS vs LVS
+8.3%
+27.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.9% |
| 7D | -0.2% | -1.3% | +1.1% | +0.1% |
| 30D | -8.0% | +12.2% | -20.2% | -11.1% |
| 3M | +12.5% | -11.3% | +23.8% | +15.7% |
| 6M | -10.5% | -21.6% | +11.1% | -4.7% |
| YTD | -1.6% | -36.6% | +35.0% | +11.0% |
| 1Y | +16.8% | -38.4% | +55.2% | +32.8% |
| 3Y | -10.9% | -10.2% | -0.8% | -13.5% |
| 5Y | +35.8% | +9.4% | +26.4% | +17.3% |
| All | +35.8% | +8.3% | +27.5% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling