-79.4%
SNAP vs LDOS
+190.7%
-270.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +0.9% |
| 7D | -7.3% | -5.8% | -1.5% | -5.3% |
| 30D | -18.9% | +11.6% | -30.5% | -22.6% |
| 3M | -5.3% | -1.0% | -4.3% | -5.7% |
| 6M | -16.9% | +5.1% | -22.0% | -19.4% |
| YTD | -37.4% | -24.0% | -13.4% | -31.6% |
| 1Y | -38.5% | -30.3% | -8.2% | -30.6% |
| 3Y | -55.1% | +37.0% | -92.0% | -62.5% |
| 5Y | -90.8% | +53.4% | -144.1% | -92.8% |
| All | -79.4% | +190.7% | -270.1% | -89.3% |
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