+28.9%
SPMO vs LDOS
-26.7%
+55.6%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.4% |
| 7D | +3.4% | -7.1% | +10.5% | +3.2% |
| 30D | +0.5% | -6.1% | +6.6% | +0.4% |
| 3M | +1.9% | +5.6% | -3.7% | +3.1% |
| 6M | +27.8% | -26.9% | +54.7% | +32.6% |
| YTD | +26.7% | -27.9% | +54.6% | +31.3% |
| 1Y | +28.9% | -26.8% | +55.7% | +33.7% |
| All | +28.9% | -26.7% | +55.6% | +33.7% |
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