+433.2%
SNXX vs LDOS
-31.1%
+464.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +2.9% | -2.6% |
| 7D | +26.7% | -7.1% | +33.8% | +18.0% |
| 30D | +90.7% | -6.1% | +96.7% | +79.4% |
| 3M | -30.9% | +5.6% | -36.5% | -11.1% |
| 6M | +409.9% | -26.9% | +436.9% | +470.4% |
| All | +433.2% | -31.1% | +464.3% | +493.4% |
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