+1,135.1%
LITE vs SNOW
+37.6%
+1,097.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.4% | +9.4% | +5.1% |
| 7D | -1.5% | +2.8% | -4.3% | -2.6% |
| 30D | +6.7% | +6.4% | +0.2% | +4.7% |
| 3M | -6.8% | +38.1% | -44.8% | -13.5% |
| 6M | +29.4% | +100.4% | -70.9% | +6.8% |
| YTD | +139.1% | +53.7% | +85.4% | +109.3% |
| 1Y | +521.0% | +52.0% | +469.0% | +443.7% |
| 3Y | +1,535.3% | +114.7% | +1,420.6% | +1,175.4% |
| 5Y | +889.8% | +8.8% | +881.1% | +712.4% |
| All | +1,135.1% | +37.6% | +1,097.5% | +853.0% |
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