-92.8%
SNAP vs LDOS
+43.9%
-136.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.6% | -4.2% |
| 7D | +0.7% | -5.4% | +6.1% | +2.5% |
| 30D | +2.6% | +4.9% | -2.3% | +0.5% |
| 3M | -9.9% | +7.2% | -17.1% | -12.5% |
| 6M | +1.9% | -24.2% | +26.1% | +9.7% |
| YTD | -32.2% | -25.8% | -6.4% | -26.7% |
| 1Y | -22.8% | -24.7% | +1.9% | -17.1% |
| 3Y | -47.6% | +39.3% | -86.9% | -54.2% |
| All | -92.8% | +43.9% | -136.7% | -93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling