+29.6%
SNOW vs LVS
-11.4%
+41.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.4% |
| 7D | -2.4% | -3.5% | +1.0% | -1.0% |
| 30D | -1.0% | -6.2% | +5.3% | +1.4% |
| 3M | +36.9% | -14.8% | +51.7% | +45.6% |
| 6M | +83.4% | -20.9% | +104.2% | +101.0% |
| YTD | +50.0% | -33.0% | +83.0% | +75.3% |
| 1Y | +46.5% | -20.0% | +66.5% | +58.1% |
| 3Y | +93.3% | -6.9% | +100.3% | +87.3% |
| 5Y | +3.3% | +9.1% | -5.8% | -13.2% |
| All | +29.6% | -11.4% | +41.0% | +12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling