+68.3%
SPYM vs LDOS
+49.1%
+19.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.7% |
| 7D | -2.7% | -7.2% | +4.5% | -1.5% |
| 30D | -5.4% | +16.8% | -22.2% | -8.1% |
| 3M | -4.1% | -1.6% | -2.5% | -4.0% |
| 6M | +0.8% | -1.0% | +1.7% | +0.5% |
| YTD | +8.8% | -25.8% | +34.5% | +14.5% |
| 1Y | +11.0% | -31.1% | +42.1% | +18.8% |
| 3Y | +75.5% | +32.8% | +42.7% | +53.9% |
| All | +68.3% | +49.1% | +19.1% | +44.7% |
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 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