+450.3%
SPMO vs LDOS
+262.7%
+187.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.3% | +2.1% | +3.7% |
| 7D | -1.9% | -5.8% | +3.9% | -0.3% |
| 30D | -14.1% | +11.6% | -25.6% | -17.1% |
| 3M | -13.1% | -1.0% | -12.1% | -13.4% |
| 6M | -9.4% | +5.1% | -14.4% | -11.9% |
| YTD | +9.5% | -24.0% | +33.6% | +17.4% |
| 1Y | +10.5% | -30.3% | +40.8% | +22.1% |
| 3Y | +124.4% | +37.0% | +87.4% | +86.1% |
| 5Y | +110.5% | +53.4% | +57.2% | +63.3% |
| 10Y | +450.3% | +252.0% | +198.3% | +243.5% |
| All | +450.3% | +262.7% | +187.6% | +243.5% |
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