+489.2%
SPCX vs LDOS
-6.5%
+495.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -3.0% |
| 7D | +3.6% | -1.6% | +5.2% | -8.0% |
| 30D | -8.6% | +8.2% | -16.8% | +29.4% |
| 3M | -1.5% | -8.2% | +6.6% | -57.4% |
| 6M | +532.9% | -17.6% | +550.5% | +160.1% |
| YTD | +538.6% | -27.0% | +565.5% | +162.9% |
| 1Y | +442.9% | -31.0% | +473.9% | +123.8% |
| All | +489.2% | -6.5% | +495.7% | +124.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling