+7.9%
SNOW vs LDOS
+43.9%
-36.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.5% |
| 7D | +2.8% | -5.4% | +8.2% | +4.2% |
| 30D | +6.4% | +4.9% | +1.5% | +5.2% |
| 3M | +38.1% | +7.2% | +30.9% | +35.3% |
| 6M | +100.4% | -24.2% | +124.6% | +113.7% |
| YTD | +53.7% | -25.8% | +79.5% | +64.5% |
| 1Y | +52.0% | -24.7% | +76.7% | +62.0% |
| 3Y | +114.7% | +39.3% | +75.4% | +105.5% |
| All | +7.9% | +43.9% | -36.0% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling