+654.9%
LITE vs SNOW
+12.6%
+642.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.4% | +3.3% | +5.1% |
| 7D | -35.9% | -9.9% | -26.1% | -34.1% |
| 30D | -51.5% | -17.1% | -34.4% | -49.1% |
| 3M | -35.7% | -13.2% | -22.5% | -33.5% |
| 6M | -43.0% | +97.4% | -140.4% | -52.1% |
| YTD | +46.1% | +25.8% | +20.4% | +34.7% |
| 1Y | +124.7% | +4.2% | +120.5% | +116.8% |
| 3Y | +1,172.1% | +91.3% | +1,080.7% | +927.7% |
| 5Y | +477.0% | -24.4% | +501.4% | +411.4% |
| All | +654.9% | +12.6% | +642.3% | +513.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling