+736.2%
LITE vs SNOW
+18.8%
+717.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.6% | -1.9% | -3.9% |
| 7D | +10.8% | +5.5% | +5.3% | +9.6% |
| 30D | -33.4% | -13.2% | -20.3% | -30.8% |
| 3M | -32.2% | -13.7% | -18.5% | -29.8% |
| 6M | -42.1% | +91.0% | -133.1% | -50.7% |
| YTD | +61.9% | +32.7% | +29.2% | +47.6% |
| 1Y | +163.0% | +13.3% | +149.7% | +148.6% |
| 3Y | +1,358.0% | +83.4% | +1,274.7% | +1,089.7% |
| 5Y | +549.9% | -24.7% | +574.6% | +475.2% |
| All | +736.2% | +18.8% | +717.4% | +572.1% |
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