+14.7%
SNOW vs LII
+36.9%
-22.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.2% | +3.3% | +4.7% |
| 7D | +0.2% | -1.2% | +1.3% | +0.6% |
| 30D | -21.1% | -2.0% | -19.1% | -21.0% |
| 3M | -11.9% | -20.2% | +8.3% | -4.1% |
| 6M | +91.0% | -32.5% | +123.5% | +115.6% |
| YTD | +32.7% | -27.4% | +60.1% | +39.3% |
| 1Y | +10.8% | -28.2% | +38.9% | +16.5% |
| 3Y | +86.2% | -7.2% | +93.4% | +53.3% |
| 5Y | -22.7% | +19.9% | -42.6% | -53.2% |
| All | +14.7% | +36.9% | -22.2% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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