+24.3%
SNXX vs LDOS
-29.9%
+54.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.1% | -5.6% | -10.0% |
| 7D | +31.1% | -3.5% | +34.5% | +26.2% |
| 30D | -66.1% | +9.5% | -75.6% | -61.9% |
| 3M | -63.4% | -6.3% | -57.1% | -64.3% |
| 6M | -80.6% | +2.8% | -83.4% | -74.1% |
| All | +24.3% | -29.9% | +54.2% | +46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling