-9.1%
SNOW vs LTH
+180.7%
-189.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.7% | -3.5% |
| 7D | +5.5% | -1.3% | +6.8% | +6.0% |
| 30D | -13.2% | +15.7% | -28.8% | -18.6% |
| 3M | -13.7% | +5.0% | -18.7% | -16.2% |
| 6M | +91.0% | +37.7% | +53.3% | +63.4% |
| YTD | +32.7% | +75.0% | -42.4% | -0.5% |
| 1Y | +13.3% | +82.6% | -69.4% | -16.9% |
| 3Y | +83.4% | +241.3% | -157.9% | -6.2% |
| 5Y | -24.7% | +135.4% | -160.1% | -61.4% |
| All | -9.1% | +180.7% | -189.8% | -54.4% |
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