+498.1%
LDOS vs SNY
+129.3%
+368.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -5.4% | -1.3% | -4.1% | -5.0% |
| 30D | +4.9% | +3.4% | +1.5% | +3.7% |
| 3M | +7.2% | -0.3% | +7.5% | +7.2% |
| 6M | -24.2% | +1.0% | -25.3% | -24.7% |
| YTD | -25.8% | -3.6% | -22.2% | -25.3% |
| 1Y | -24.7% | +3.0% | -27.7% | -26.1% |
| 3Y | +39.3% | -4.3% | +43.6% | +36.4% |
| 5Y | +43.3% | +5.2% | +38.2% | +32.5% |
| 10Y | +278.6% | +70.2% | +208.4% | +190.6% |
| All | +498.1% | +129.3% | +368.7% | +290.7% |
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