+32.1%
SNOW vs LVS
-9.1%
+41.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | +4.9% | +0.3% | +4.6% | +4.7% |
| 30D | +1.5% | -3.9% | +5.4% | +2.9% |
| 3M | +39.5% | -12.9% | +52.4% | +47.0% |
| 6M | +85.9% | -16.9% | +102.8% | +99.8% |
| YTD | +52.9% | -31.2% | +84.2% | +76.9% |
| 1Y | +48.1% | -16.4% | +64.5% | +57.0% |
| 3Y | +102.2% | -4.4% | +106.6% | +93.8% |
| 5Y | +5.5% | +6.7% | -1.2% | -11.3% |
| All | +32.1% | -9.1% | +41.2% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded LVS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling