+422.3%
SPMO vs LDOS
+248.5%
+173.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.3% |
| 7D | -8.7% | -7.2% | -1.5% | -6.8% |
| 30D | -18.7% | +16.8% | -35.5% | -22.7% |
| 3M | -16.4% | -1.6% | -14.8% | -16.6% |
| 6M | -11.9% | -1.0% | -10.9% | -12.7% |
| YTD | +4.9% | -25.8% | +30.7% | +13.2% |
| 1Y | +6.2% | -31.1% | +37.3% | +17.6% |
| 3Y | +115.1% | +32.8% | +82.3% | +80.2% |
| 5Y | +102.2% | +49.4% | +52.8% | +58.3% |
| All | +422.3% | +248.5% | +173.9% | +229.2% |
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