+309.9%
KEEL vs LDOS
+68.4%
+241.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.3% |
| 7D | +19.3% | -4.2% | +23.5% | +20.5% |
| 30D | +9.1% | -7.9% | +17.0% | +11.0% |
| 3M | -31.5% | +4.1% | -35.7% | -33.1% |
| 6M | +75.8% | -28.2% | +104.0% | +92.6% |
| YTD | +57.9% | -28.5% | +86.4% | +73.2% |
| 1Y | +133.3% | -27.7% | +161.0% | +155.8% |
| 3Y | +204.1% | +38.4% | +165.7% | +193.1% |
| 5Y | -37.5% | +38.0% | -75.5% | -40.7% |
| All | +309.9% | +68.4% | +241.6% | +510.5% |
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