+562.5%
LITE vs SNOW
-24.5%
+587.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.6% | -1.9% | -3.9% |
| 7D | +10.8% | +5.5% | +5.3% | +9.5% |
| 30D | -33.4% | -13.2% | -20.3% | -30.6% |
| 3M | -32.2% | -13.7% | -18.5% | -29.6% |
| 6M | -42.1% | +91.0% | -133.1% | -51.2% |
| YTD | +61.9% | +32.7% | +29.2% | +47.1% |
| 1Y | +163.0% | +13.3% | +149.7% | +148.7% |
| 3Y | +1,358.0% | +83.4% | +1,274.7% | +1,067.8% |
| All | +562.5% | -24.5% | +587.0% | +484.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling