+17.6%
SNOW vs LDOS
+59.3%
-41.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.2% | -0.5% |
| 7D | +10.8% | -3.5% | +14.3% | +11.5% |
| 30D | -16.5% | +9.5% | -26.0% | -18.0% |
| 3M | -10.1% | -6.3% | -3.8% | -9.4% |
| 6M | +96.5% | +2.8% | +93.7% | +94.6% |
| YTD | +36.2% | -26.6% | +62.8% | +42.4% |
| 1Y | +10.7% | -31.3% | +42.0% | +16.6% |
| 3Y | +86.2% | +30.9% | +55.3% | +87.6% |
| 5Y | -22.7% | +49.4% | -72.1% | -22.5% |
| All | +17.6% | +59.3% | -41.6% | +23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling