+46.0%
SNOW vs LEN
-42.7%
+88.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | -0.8% |
| 7D | -7.5% | -7.8% | +0.3% | -8.1% |
| 30D | -1.3% | -11.0% | +9.7% | -2.4% |
| 3M | +37.4% | -12.8% | +50.2% | +35.7% |
| 6M | +88.1% | -20.2% | +108.3% | +84.5% |
| YTD | +50.3% | -23.0% | +73.3% | +44.7% |
| 1Y | +46.0% | -41.8% | +87.8% | +45.2% |
| All | +46.0% | -42.7% | +88.7% | +45.2% |
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