+491.3%
LDOS vs SNY
+151.2%
+340.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.1% | -2.1% |
| 7D | -3.5% | +3.3% | -6.8% | -4.5% |
| 30D | +9.5% | +23.9% | -14.3% | +1.9% |
| 3M | -6.3% | +10.9% | -17.2% | -9.6% |
| 6M | +2.8% | +13.1% | -10.3% | -1.5% |
| YTD | -26.6% | +5.5% | -32.2% | -28.4% |
| 1Y | -31.3% | -1.5% | -29.8% | -31.4% |
| 3Y | +30.9% | +21.3% | +9.7% | +19.1% |
| 5Y | +49.4% | +18.3% | +31.1% | +32.7% |
| 10Y | +229.4% | +78.0% | +151.5% | +149.4% |
| All | +491.3% | +151.2% | +340.0% | +274.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling