-79.2%
SNAP vs LDOS
+190.8%
-270.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +0.1% | -14.1% | -14.1% |
| 7D | -10.4% | -3.7% | -6.7% | -9.3% |
| 30D | -11.9% | +16.4% | -28.3% | -17.3% |
| 3M | -4.5% | +7.4% | -11.9% | -8.1% |
| 6M | -16.7% | -0.3% | -16.4% | -17.6% |
| YTD | -36.9% | -24.0% | -12.9% | -31.1% |
| 1Y | -30.3% | -29.6% | -0.7% | -21.7% |
| 3Y | -52.5% | +35.1% | -87.6% | -60.1% |
| 5Y | -90.4% | +52.9% | -143.3% | -92.5% |
| All | -79.2% | +190.8% | -270.0% | -89.2% |
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