+808.3%
LITE vs SNOW
+22.9%
+785.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.8% | +8.8% | +10.3% |
| 7D | +3.4% | +3.7% | -0.3% | +3.0% |
| 30D | -34.9% | -16.4% | -18.5% | -31.8% |
| 3M | -21.0% | -9.9% | -11.2% | -19.0% |
| 6M | -38.5% | +98.8% | -137.3% | -48.1% |
| YTD | +75.8% | +37.3% | +38.5% | +59.0% |
| 1Y | +156.7% | +11.0% | +145.6% | +144.6% |
| 3Y | +1,498.6% | +87.8% | +1,410.8% | +1,196.6% |
| 5Y | +610.9% | -18.4% | +629.3% | +519.5% |
| All | +808.3% | +22.9% | +785.3% | +624.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling