+97.2%
SNOW vs LEN
-26.6%
+123.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | -0.1% |
| 7D | +4.9% | -2.9% | +7.8% | +5.2% |
| 30D | +1.5% | -8.9% | +10.4% | +2.4% |
| 3M | +39.5% | -10.9% | +50.4% | +40.8% |
| 6M | +85.9% | -19.7% | +105.6% | +90.0% |
| YTD | +52.9% | -20.6% | +73.5% | +55.1% |
| 1Y | +48.1% | -42.4% | +90.5% | +60.4% |
| All | +97.2% | -26.6% | +123.7% | +76.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling