+3.6%
SNOW vs LEN
-10.6%
+14.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | +8.4% | -3.4% | +11.8% | +10.0% |
| 30D | -1.0% | -5.7% | +4.7% | +1.4% |
| 3M | +38.3% | -12.2% | +50.5% | +45.0% |
| 6M | +81.3% | -18.3% | +99.6% | +94.5% |
| YTD | +51.1% | -20.2% | +71.3% | +60.4% |
| 1Y | +47.0% | -40.1% | +87.0% | +80.8% |
| 3Y | +99.7% | -26.2% | +125.9% | +85.0% |
| 5Y | +3.6% | -9.8% | +13.4% | -22.6% |
| All | +3.6% | -10.6% | +14.2% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling