+439.5%
SN vs LDOS
+46.2%
+393.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +3.1% |
| 7D | +7.2% | -7.2% | +14.4% | +8.7% |
| 30D | +20.4% | +16.8% | +3.5% | +16.7% |
| 3M | +23.9% | -1.6% | +25.5% | +24.1% |
| 6M | +93.0% | -1.0% | +94.0% | +92.7% |
| YTD | +99.2% | -25.8% | +125.0% | +108.7% |
| 1Y | +142.6% | -31.1% | +173.7% | +160.3% |
| 3Y | +398.8% | +32.8% | +366.0% | +319.0% |
| All | +439.5% | +46.2% | +393.3% | +343.3% |
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