+93.8%
SNOW vs LVS
-8.3%
+102.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | 0.0% |
| 7D | -7.5% | -4.3% | -3.2% | -6.1% |
| 30D | -1.3% | -6.8% | +5.5% | +0.8% |
| 3M | +37.4% | -15.6% | +53.1% | +45.1% |
| 6M | +88.1% | -20.6% | +108.7% | +102.9% |
| YTD | +50.3% | -33.4% | +83.7% | +71.3% |
| 1Y | +46.0% | -20.1% | +66.1% | +56.4% |
| All | +93.8% | -8.3% | +102.1% | +86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling