+86.2%
SNOW vs LDOS
+35.8%
+50.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.3% | +3.2% | +4.9% |
| 7D | +0.2% | -5.8% | +6.0% | +1.8% |
| 30D | -21.1% | +11.6% | -32.6% | -24.0% |
| 3M | -11.9% | -1.0% | -10.9% | -12.0% |
| 6M | +91.0% | +5.1% | +85.9% | +86.7% |
| YTD | +32.7% | -24.0% | +56.8% | +44.1% |
| 1Y | +10.8% | -30.3% | +41.0% | +22.9% |
| 3Y | +86.2% | +37.0% | +49.3% | +58.8% |
| All | +86.2% | +35.8% | +50.4% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling