+735.5%
LITE vs SNOW
+18.8%
+716.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.5% | +5.2% | +9.4% |
| 7D | -12.9% | +0.2% | -13.1% | -12.6% |
| 30D | -46.0% | -21.1% | -24.9% | -42.7% |
| 3M | -33.0% | -11.9% | -21.1% | -31.0% |
| 6M | -34.0% | +91.0% | -125.0% | -43.9% |
| YTD | +61.7% | +32.7% | +29.0% | +47.4% |
| 1Y | +148.3% | +10.8% | +137.5% | +136.4% |
| 3Y | +1,408.5% | +86.2% | +1,322.3% | +1,126.4% |
| 5Y | +546.2% | -22.7% | +568.9% | +469.1% |
| All | +735.5% | +18.8% | +716.7% | +571.1% |
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