+425.4%
SN vs LDOS
+49.6%
+375.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +3.8% | -3.7% | +7.5% | +4.6% |
| 30D | +17.5% | +16.4% | +1.2% | +14.1% |
| 3M | +19.2% | +7.4% | +11.8% | +17.3% |
| 6M | +84.9% | -0.3% | +85.3% | +84.4% |
| YTD | +94.0% | -24.0% | +118.1% | +102.4% |
| 1Y | +151.3% | -29.6% | +180.9% | +168.7% |
| 3Y | +387.1% | +35.1% | +351.9% | +308.2% |
| All | +425.4% | +49.6% | +375.7% | +329.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 10y: compounded portfolio wealth divided by compounded LDOS 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…
10y analysis · Full analysis span regression · 6 months rolling