-5.9%
SNOW vs LTH
+186.8%
-192.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | +3.7% | +0.3% | +3.4% | +3.5% |
| 30D | -16.4% | +17.7% | -34.1% | -22.2% |
| 3M | -9.9% | +8.5% | -18.3% | -13.5% |
| 6M | +98.8% | +46.9% | +51.9% | +65.4% |
| YTD | +37.3% | +78.8% | -41.5% | +2.2% |
| 1Y | +11.0% | +84.9% | -73.9% | -18.8% |
| 3Y | +87.8% | +246.4% | -158.6% | -4.3% |
| 5Y | -18.4% | +129.6% | -148.0% | -58.4% |
| All | -5.9% | +186.8% | -192.7% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling