+52.0%
SNOW vs LEN
-37.1%
+89.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.5% |
| 7D | +2.8% | -3.2% | +6.0% | +2.5% |
| 30D | +6.4% | -4.9% | +11.3% | +5.8% |
| 3M | +38.1% | -8.5% | +46.6% | +36.8% |
| 6M | +100.4% | -20.7% | +121.0% | +96.3% |
| YTD | +53.7% | -17.4% | +71.1% | +49.1% |
| 1Y | +52.0% | -38.2% | +90.2% | +54.2% |
| All | +52.0% | -37.1% | +89.1% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling