+39.6%
LDOS vs SNY
-7.5%
+47.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.4% | -2.4% |
| 7D | -7.1% | -2.7% | -4.4% | -6.7% |
| 30D | -6.1% | -0.7% | -5.4% | -5.9% |
| 3M | +5.6% | -1.6% | +7.3% | +5.9% |
| 6M | -26.9% | +2.3% | -29.2% | -27.2% |
| YTD | -27.9% | -6.0% | -21.9% | -27.4% |
| 1Y | -26.8% | -2.7% | -24.1% | -26.8% |
| 3Y | +39.6% | -7.5% | +47.1% | +38.8% |
| All | +39.6% | -7.5% | +47.1% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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