+6.1%
SNOW vs LDOS
+65.0%
-58.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.1% | -7.3% | -7.3% |
| 7D | -18.4% | -3.7% | -14.7% | -18.0% |
| 30D | -19.8% | +16.4% | -36.2% | -22.0% |
| 3M | -14.9% | +7.4% | -22.3% | -16.2% |
| 6M | +90.2% | -0.3% | +90.5% | +89.3% |
| YTD | +22.9% | -24.0% | +46.9% | +27.7% |
| 1Y | +1.8% | -29.6% | +31.4% | +6.7% |
| 3Y | +79.7% | +35.1% | +44.6% | +80.1% |
| 5Y | -26.1% | +52.9% | -79.0% | -26.5% |
| All | +6.1% | +65.0% | -58.8% | +10.6% |
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