+3.6%
SNOW vs LTH
+152.0%
-148.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.5% |
| 7D | +8.4% | -4.0% | +12.4% | +10.2% |
| 30D | -1.0% | -1.7% | +0.7% | -0.6% |
| 3M | +38.3% | +28.0% | +10.3% | +23.1% |
| 6M | +81.3% | +54.1% | +27.2% | +45.2% |
| YTD | +51.1% | +57.1% | -6.0% | +19.3% |
| 1Y | +47.0% | +45.8% | +1.2% | +19.3% |
| 3Y | +99.7% | +157.6% | -57.8% | +16.6% |
| All | +3.6% | +152.0% | -148.4% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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