+32.8%
SNOW vs LH
+114.0%
-81.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -4.7% |
| 7D | +2.8% | -2.5% | +5.3% | +4.1% |
| 30D | +6.4% | +4.3% | +2.1% | +4.3% |
| 3M | +38.1% | +25.5% | +12.6% | +23.1% |
| 6M | +100.4% | +17.0% | +83.4% | +85.1% |
| YTD | +53.7% | +31.3% | +22.4% | +33.8% |
| 1Y | +52.0% | +20.0% | +32.0% | +37.4% |
| 3Y | +114.7% | +63.9% | +50.8% | +59.8% |
| 5Y | +8.8% | +30.9% | -22.1% | -12.7% |
| All | +32.8% | +114.0% | -81.2% | -26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling