+32.8%
SNOW vs LDOS
+61.1%
-28.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.5% |
| 7D | +2.8% | -5.4% | +8.2% | +3.8% |
| 30D | +6.4% | +4.9% | +1.5% | +5.6% |
| 3M | +38.1% | +7.2% | +30.9% | +36.1% |
| 6M | +100.4% | -24.2% | +124.6% | +109.2% |
| YTD | +53.7% | -25.8% | +79.5% | +60.8% |
| 1Y | +52.0% | -24.7% | +76.7% | +58.7% |
| 3Y | +114.7% | +39.3% | +75.4% | +116.1% |
| 5Y | +8.8% | +43.3% | -34.5% | +8.1% |
| All | +32.8% | +61.1% | -28.3% | +39.2% |
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 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