+720.7%
LITE vs SNOW
+20.7%
+700.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.1% |
| 7D | -13.9% | +0.2% | -14.2% | -13.6% |
| 30D | -46.9% | -19.8% | -27.1% | -43.9% |
| 3M | -28.0% | -11.6% | -16.4% | -25.9% |
| 6M | -35.2% | +94.0% | -129.2% | -45.1% |
| YTD | +58.9% | +34.8% | +24.0% | +44.3% |
| 1Y | +125.3% | +10.1% | +115.2% | +114.9% |
| 3Y | +1,344.4% | +84.4% | +1,260.0% | +1,076.1% |
| 5Y | +541.2% | -18.1% | +559.2% | +459.0% |
| All | +720.7% | +20.7% | +700.0% | +556.8% |
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