+117.9%
KEY vs LDOS
+248.5%
-130.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.6% |
| 7D | -1.3% | -7.2% | +5.9% | +2.4% |
| 30D | +5.1% | +16.8% | -11.7% | -3.2% |
| 3M | -7.1% | -1.6% | -5.5% | -7.1% |
| 6M | -4.4% | -1.0% | -3.4% | -5.7% |
| YTD | +4.0% | -25.8% | +29.8% | +17.6% |
| 1Y | +23.4% | -31.1% | +54.5% | +45.5% |
| 3Y | +113.9% | +32.8% | +81.1% | +59.6% |
| 5Y | +12.3% | +49.4% | -37.1% | -24.5% |
| All | +117.9% | +248.5% | -130.6% | -10.2% |
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 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