+3.6%
SNOW vs LH
+28.2%
-24.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.6% |
| 7D | +8.4% | -3.2% | +11.6% | +10.3% |
| 30D | -1.0% | +0.1% | -1.1% | -1.0% |
| 3M | +38.3% | +18.6% | +19.7% | +26.1% |
| 6M | +81.3% | +17.9% | +63.4% | +66.0% |
| YTD | +51.1% | +28.9% | +22.2% | +31.4% |
| 1Y | +47.0% | +16.6% | +30.3% | +33.9% |
| 3Y | +99.7% | +63.6% | +36.2% | +43.7% |
| 5Y | +3.6% | +30.0% | -26.4% | -14.7% |
| All | +3.6% | +28.2% | -24.6% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling