+29.8%
SNOW vs LH
+100.9%
-71.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | +1.6% |
| 7D | -7.5% | -7.4% | -0.1% | -4.0% |
| 30D | -1.3% | -4.6% | +3.3% | +0.9% |
| 3M | +37.4% | +14.5% | +22.9% | +28.2% |
| 6M | +88.1% | +14.8% | +73.3% | +75.4% |
| YTD | +50.3% | +23.3% | +27.0% | +34.8% |
| 1Y | +46.0% | +13.6% | +32.4% | +35.4% |
| 3Y | +98.7% | +56.3% | +42.3% | +51.0% |
| 5Y | +3.5% | +25.2% | -21.7% | -14.8% |
| All | +29.8% | +100.9% | -71.1% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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