+312.2%
SPYM vs LDOS
+262.7%
+49.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | 0.0% | +1.6% |
| 7D | +0.1% | -5.8% | +5.9% | +1.8% |
| 30D | -3.3% | +11.6% | -14.9% | -6.7% |
| 3M | -2.4% | -1.0% | -1.4% | -2.6% |
| 6M | +2.6% | +5.1% | -2.5% | -0.1% |
| YTD | +11.3% | -24.0% | +35.4% | +19.3% |
| 1Y | +13.5% | -30.3% | +43.7% | +25.3% |
| 3Y | +80.3% | +37.0% | +43.3% | +49.6% |
| 5Y | +72.7% | +53.4% | +19.4% | +33.9% |
| 10Y | +312.2% | +252.0% | +60.2% | +150.8% |
| All | +312.2% | +262.7% | +49.5% | +150.8% |
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