+430.5%
SN vs LDOS
+49.5%
+381.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.7% | +3.4% | +4.0% |
| 7D | +10.6% | -2.8% | +13.4% | +11.2% |
| 30D | +20.0% | +13.6% | +6.4% | +17.0% |
| 3M | +30.4% | +4.2% | +26.1% | +29.0% |
| 6M | +91.0% | -8.2% | +99.2% | +93.4% |
| YTD | +95.9% | -24.1% | +120.0% | +104.4% |
| 1Y | +158.9% | -31.2% | +190.1% | +178.9% |
| 3Y | +391.8% | +35.0% | +356.8% | +312.3% |
| All | +430.5% | +49.5% | +381.0% | +334.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling