-25.6%
SNOW vs LTH
+142.9%
-168.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.9% |
| 7D | -9.9% | +4.5% | -14.3% | -11.6% |
| 30D | -17.1% | +16.3% | -33.5% | -22.5% |
| 3M | -13.2% | +8.4% | -21.6% | -16.9% |
| 6M | +97.4% | +40.3% | +57.1% | +67.0% |
| YTD | +25.8% | +77.3% | -51.5% | -6.4% |
| 1Y | +4.2% | +88.0% | -83.7% | -24.7% |
| 3Y | +91.3% | +274.3% | -182.9% | -7.3% |
| All | -25.6% | +142.9% | -168.5% | -62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling