+232.7%
LITE vs SNOW
+7.5%
+225.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.5% | -6.3% | -7.9% |
| 7D | -31.4% | -14.5% | -16.9% | -31.6% |
| 30D | -42.6% | -14.3% | -28.3% | -42.8% |
| 3M | -26.2% | -8.3% | -18.0% | -25.8% |
| 6M | -35.8% | +101.5% | -137.3% | -27.4% |
| YTD | +70.0% | +32.5% | +37.6% | +101.8% |
| 1Y | +232.7% | +9.5% | +223.3% | +304.7% |
| All | +232.7% | +7.5% | +225.3% | +304.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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