+15.6%
SNPS vs LDOS
-31.9%
+47.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | +1.1% | -1.6% | +2.7% | +1.2% |
| 30D | -5.2% | +8.2% | -13.4% | -6.4% |
| 3M | +10.6% | -8.2% | +18.7% | +12.4% |
| 6M | -10.6% | +5.8% | -16.5% | -11.0% |
| YTD | -3.1% | -27.0% | +23.9% | +4.2% |
| 1Y | +15.6% | -31.0% | +46.5% | +24.0% |
| All | +15.6% | -31.9% | +47.4% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling