+32.8%
SNOW vs LII
+52.4%
-19.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.6% | -5.9% |
| 7D | +2.8% | -0.7% | +3.5% | +3.2% |
| 30D | +6.4% | -12.6% | +19.0% | +12.4% |
| 3M | +38.1% | -24.4% | +62.5% | +50.8% |
| 6M | +100.4% | -28.7% | +129.1% | +120.3% |
| YTD | +53.7% | -19.1% | +72.9% | +55.6% |
| 1Y | +52.0% | -29.7% | +81.7% | +65.7% |
| 3Y | +114.7% | +4.8% | +109.9% | +68.4% |
| 5Y | +8.8% | +24.6% | -15.8% | -36.0% |
| All | +32.8% | +52.4% | -19.6% | -28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling