+8.5%
SPMO vs LDOS
-30.4%
+38.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.3% | +2.1% | +4.5% |
| 7D | -1.9% | -5.8% | +3.9% | -2.3% |
| 30D | -14.1% | +11.6% | -25.6% | -13.6% |
| 3M | -13.1% | -1.0% | -12.1% | -12.9% |
| 6M | -9.4% | +5.1% | -14.4% | -7.5% |
| YTD | +9.5% | -24.0% | +33.6% | +13.7% |
| All | +8.5% | -30.4% | +38.9% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling