+573.2%
SPMO vs LDOS
+376.7%
+196.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.0% | +1.4% |
| 7D | +2.0% | -5.4% | +7.4% | +3.6% |
| 30D | -0.4% | +4.9% | -5.3% | -1.9% |
| 3M | -1.9% | +7.2% | -9.1% | -4.5% |
| 6M | +25.0% | -24.2% | +49.3% | +34.6% |
| YTD | +26.0% | -25.8% | +51.8% | +35.6% |
| 1Y | +28.7% | -24.7% | +53.4% | +37.5% |
| 3Y | +160.9% | +39.3% | +121.6% | +121.3% |
| 5Y | +147.9% | +43.3% | +104.6% | +104.8% |
| 10Y | +518.9% | +278.6% | +240.4% | +334.5% |
| All | +573.2% | +376.7% | +196.6% | +363.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling