+91.3%
SNOW vs LII
-8.7%
+100.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.3% | +2.7% |
| 7D | -9.9% | -0.6% | -9.3% | -9.8% |
| 30D | -17.1% | -4.6% | -12.5% | -16.7% |
| 3M | -13.2% | -21.2% | +8.0% | -10.0% |
| 6M | +97.4% | -36.4% | +133.9% | +110.1% |
| YTD | +25.8% | -28.9% | +54.7% | +26.5% |
| 1Y | +4.2% | -29.5% | +33.7% | +5.0% |
| 3Y | +91.3% | -8.6% | +99.9% | +52.8% |
| All | +91.3% | -8.7% | +100.1% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling