+14.6%
SNOW vs LVS
-15.8%
+30.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.7% | -5.3% | -3.7% |
| 7D | +5.5% | -0.8% | +6.3% | +5.7% |
| 30D | -13.2% | +10.0% | -23.2% | -16.9% |
| 3M | -13.7% | -11.0% | -2.7% | -10.2% |
| 6M | +91.0% | -20.1% | +111.1% | +107.8% |
| YTD | +32.7% | -36.3% | +69.0% | +57.5% |
| 1Y | +13.3% | -36.8% | +50.1% | +34.8% |
| 3Y | +83.4% | -9.5% | +92.9% | +78.9% |
| 5Y | -24.7% | +9.3% | -34.0% | -36.2% |
| All | +14.6% | -15.8% | +30.4% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling