+401.0%
SN vs LDOS
+39.7%
+361.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.1% |
| 7D | -9.3% | -5.4% | -3.9% | -8.3% |
| 30D | -4.8% | +4.9% | -9.7% | -5.8% |
| 3M | +40.4% | +7.2% | +33.2% | +38.0% |
| 6M | +50.9% | -24.2% | +75.2% | +59.2% |
| YTD | +54.9% | -25.8% | +80.7% | +62.5% |
| 1Y | +43.0% | -24.7% | +67.7% | +48.5% |
| All | +401.0% | +39.7% | +361.3% | +356.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling