+32.8%
SNOW vs LVS
-8.3%
+41.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | +2.8% | -1.5% | +4.3% | +3.4% |
| 30D | +6.4% | -3.2% | +9.6% | +7.6% |
| 3M | +38.1% | -12.0% | +50.1% | +44.9% |
| 6M | +100.4% | -19.9% | +120.3% | +118.4% |
| YTD | +53.7% | -30.6% | +84.3% | +77.1% |
| 1Y | +52.0% | -17.7% | +69.7% | +62.1% |
| 3Y | +114.7% | -14.2% | +128.9% | +115.8% |
| 5Y | +8.8% | +9.6% | -0.9% | -9.3% |
| All | +32.8% | -8.3% | +41.0% | +14.0% |
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