+117.4%
SPMO vs LDOS
+51.2%
+66.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.3% |
| 7D | +9.8% | -3.5% | +13.2% | +10.4% |
| 30D | -9.2% | +9.5% | -18.7% | -10.7% |
| 3M | -11.0% | -6.3% | -4.7% | -10.2% |
| 6M | -6.6% | +2.8% | -9.5% | -7.5% |
| YTD | +13.3% | -26.6% | +40.0% | +20.4% |
| 1Y | +12.7% | -31.3% | +43.9% | +21.7% |
| 3Y | +127.5% | +30.9% | +96.6% | +98.4% |
| 5Y | +117.4% | +49.4% | +68.0% | +81.9% |
| All | +117.4% | +51.2% | +66.2% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling