-47.7%
SNAP vs LDOS
+39.7%
-87.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.6% | -4.2% |
| 7D | +0.7% | -5.4% | +6.1% | +2.6% |
| 30D | +2.6% | +4.9% | -2.3% | +0.2% |
| 3M | -9.9% | +7.2% | -17.1% | -12.9% |
| 6M | +1.9% | -24.2% | +26.1% | +10.2% |
| YTD | -32.2% | -25.8% | -6.4% | -26.4% |
| 1Y | -22.8% | -24.7% | +1.9% | -16.8% |
| All | -47.7% | +39.7% | -87.4% | -56.5% |
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