+2,005.0%
SNPS vs LVS
+69.2%
+1,935.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.4% |
| 7D | -11.0% | -1.5% | -9.5% | -10.8% |
| 30D | -1.7% | -3.2% | +1.5% | -1.4% |
| 3M | -20.4% | -12.0% | -8.4% | -19.1% |
| 6M | -8.6% | -19.9% | +11.3% | -5.9% |
| YTD | -16.2% | -30.6% | +14.5% | -12.1% |
| 1Y | -34.6% | -17.7% | -16.8% | -33.3% |
| 3Y | -14.5% | -14.2% | -0.2% | -14.1% |
| 5Y | +17.0% | +9.6% | +7.4% | +11.6% |
| 10Y | +560.0% | +5.7% | +554.4% | +520.5% |
| All | +2,005.0% | +69.2% | +1,935.8% | +1,592.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling