+5.4%
SNOW vs LTH
+160.9%
-155.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | +2.8% | -0.6% | +3.4% | +2.8% |
| 30D | +6.4% | -4.6% | +11.0% | +8.1% |
| 3M | +38.1% | +32.8% | +5.3% | +21.0% |
| 6M | +100.4% | +64.6% | +35.8% | +55.6% |
| YTD | +53.7% | +62.6% | -8.9% | +19.6% |
| 1Y | +52.0% | +49.9% | +2.0% | +22.0% |
| 3Y | +114.7% | +151.3% | -36.7% | +27.5% |
| All | +5.4% | +160.9% | -155.5% | -45.2% |
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