-89.4%
SNDQ vs LDOS
-9.3%
-80.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | +2.3% | -14.5% | -15.8% |
| 7D | +23.4% | -5.8% | +29.2% | +35.8% |
| 30D | +128.3% | +11.6% | +116.7% | +95.0% |
| 3M | -2.6% | -1.0% | -1.6% | -1.9% |
| 6M | -62.1% | +5.1% | -67.2% | -70.3% |
| All | -89.4% | -9.3% | -80.1% | -89.0% |
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