-81.7%
SNXX vs LDOS
+4.8%
-86.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.1% | -2.4% | +29.5% | +23.4% |
| 7D | -19.2% | -1.3% | -17.9% | -20.4% |
| 30D | -63.6% | +10.1% | -73.7% | -57.1% |
| 3M | -55.9% | -4.7% | -51.2% | -57.0% |
| 6M | -81.7% | +5.6% | -87.3% | -68.6% |
| All | -81.7% | +4.8% | -86.4% | -68.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling