+14.6%
SNOW vs LEN
+22.9%
-8.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +5.5% | -5.8% | +11.3% | +7.6% |
| 30D | -13.2% | +13.7% | -26.9% | -18.1% |
| 3M | -13.7% | -3.9% | -9.9% | -13.7% |
| 6M | +91.0% | -0.4% | +91.4% | +86.1% |
| YTD | +32.7% | -16.8% | +49.5% | +36.0% |
| 1Y | +13.3% | -29.5% | +42.8% | +25.0% |
| 3Y | +83.4% | -25.6% | +109.0% | +78.6% |
| 5Y | -24.7% | -13.2% | -11.5% | -38.4% |
| All | +14.6% | +22.9% | -8.3% | -18.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling