-90.0%
SNAP vs LDOS
+52.3%
-142.2%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.4% | +9.2% | +7.6% |
| 7D | -9.8% | -1.3% | -8.5% | -9.5% |
| 30D | -18.2% | +10.1% | -28.3% | -21.1% |
| 3M | -3.1% | -4.7% | +1.6% | -2.3% |
| 6M | -7.1% | +5.6% | -12.7% | -10.0% |
| YTD | -33.8% | -25.1% | -8.7% | -28.8% |
| 1Y | -39.0% | -31.7% | -7.4% | -32.6% |
| 3Y | -52.8% | +33.7% | -86.5% | -59.0% |
| 5Y | -90.0% | +54.4% | -144.3% | -91.3% |
| All | -90.0% | +52.3% | -142.2% | -91.3% |
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 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