+32.8%
SNOW vs LEN
+22.1%
+10.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.0% |
| 7D | +2.8% | -3.2% | +6.0% | +4.1% |
| 30D | +6.4% | -4.9% | +11.3% | +8.3% |
| 3M | +38.1% | -8.5% | +46.6% | +41.8% |
| 6M | +100.4% | -20.7% | +121.0% | +116.1% |
| YTD | +53.7% | -17.4% | +71.1% | +60.2% |
| 1Y | +52.0% | -38.2% | +90.2% | +79.9% |
| 3Y | +114.7% | -24.9% | +139.5% | +109.9% |
| 5Y | +8.8% | -11.4% | +20.2% | -10.2% |
| All | +32.8% | +22.1% | +10.7% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling