+2,373.0%
SNPS vs LVS
+51.2%
+2,321.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.4% | +0.4% |
| 7D | +5.1% | -3.9% | +9.0% | +5.6% |
| 30D | -6.4% | +7.1% | -13.5% | -7.4% |
| 3M | +12.2% | -13.2% | +25.4% | +14.1% |
| 6M | -9.8% | -22.8% | +13.0% | -6.9% |
| YTD | -1.5% | -38.0% | +36.5% | +4.7% |
| 1Y | +16.0% | -39.5% | +55.5% | +23.7% |
| 3Y | -10.8% | -12.2% | +1.4% | -10.8% |
| 5Y | +33.3% | +6.4% | +26.9% | +28.1% |
| 10Y | +675.9% | -13.3% | +689.2% | +646.6% |
| All | +2,373.0% | +51.2% | +2,321.7% | +1,916.0% |
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