-28.4%
SNDU vs LDOS
-24.0%
-4.4%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.4% | -0.4% | -11.0% | -12.1% |
| 7D | +9.0% | -1.6% | +10.6% | +6.3% |
| 30D | -67.4% | +8.2% | -75.7% | -62.9% |
| 3M | -75.6% | -8.2% | -67.5% | -77.3% |
| 6M | -84.0% | +5.8% | -89.8% | -74.3% |
| All | -28.4% | -24.0% | -4.4% | +12.1% |
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