+142.6%
SN vs LDOS
-31.2%
+173.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +2.8% |
| 7D | +7.2% | -7.2% | +14.4% | +7.5% |
| 30D | +20.4% | +16.8% | +3.5% | +20.1% |
| 3M | +23.9% | -1.6% | +25.5% | +24.1% |
| 6M | +93.0% | -1.0% | +94.0% | +90.3% |
| YTD | +99.2% | -25.8% | +125.0% | +86.3% |
| 1Y | +142.6% | -31.1% | +173.7% | +133.9% |
| All | +142.6% | -31.2% | +173.8% | +133.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling