+61.2%
KEEL vs LDOS
+32.3%
+28.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -2.3% | +15.6% | +13.9% |
| 7D | -9.2% | -7.2% | -2.0% | -8.0% |
| 30D | -43.8% | +16.8% | -60.7% | -47.3% |
| 3M | -51.0% | -1.6% | -49.5% | -51.7% |
| 6M | -54.6% | -1.0% | -53.6% | -55.0% |
| YTD | -20.4% | -25.8% | +5.3% | -6.4% |
| 1Y | -49.3% | -31.1% | -18.2% | -37.0% |
| 3Y | +61.2% | +32.8% | +28.4% | +89.2% |
| All | +61.2% | +32.3% | +28.9% | +89.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling