+34.1%
SNPS vs LDOS
+51.2%
-17.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.3% | +3.1% |
| 7D | +0.2% | -5.8% | +6.0% | +1.5% |
| 30D | -8.4% | +11.6% | -20.0% | -10.9% |
| 3M | +12.3% | -1.0% | +13.3% | +12.2% |
| 6M | -9.6% | +5.1% | -14.6% | -11.2% |
| YTD | -0.6% | -24.0% | +23.5% | +5.9% |
| 1Y | +18.7% | -30.3% | +49.0% | +29.3% |
| 3Y | -7.6% | +37.0% | -44.5% | -16.1% |
| 5Y | +34.1% | +53.4% | -19.3% | +19.5% |
| All | +34.1% | +51.2% | -17.1% | +19.5% |
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