+558.6%
SNPS vs LDOS
+278.0%
+280.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.6% |
| 7D | -11.0% | -5.4% | -5.6% | -9.3% |
| 30D | -1.7% | +4.9% | -6.6% | -3.6% |
| 3M | -20.4% | +7.2% | -27.5% | -22.8% |
| 6M | -8.6% | -24.2% | +15.6% | +0.2% |
| YTD | -16.2% | -25.8% | +9.6% | -7.9% |
| 1Y | -34.6% | -24.7% | -9.9% | -28.8% |
| 3Y | -14.5% | +39.3% | -53.7% | -28.4% |
| 5Y | +17.0% | +43.3% | -26.3% | -5.5% |
| All | +558.6% | +278.0% | +280.6% | +267.3% |
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