+12.9%
KEY vs LDOS
+52.0%
-39.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | -2.5% | -3.7% | +1.2% | -1.3% |
| 30D | +4.1% | +16.4% | -12.3% | -1.1% |
| 3M | -8.4% | +7.4% | -15.8% | -11.0% |
| 6M | -2.3% | -0.3% | -2.0% | -2.9% |
| YTD | +4.6% | -24.0% | +28.6% | +13.7% |
| 1Y | +24.6% | -29.6% | +54.1% | +39.8% |
| 3Y | +112.8% | +35.1% | +77.7% | +64.7% |
| 5Y | +12.9% | +52.9% | -40.0% | -17.1% |
| All | +12.9% | +52.0% | -39.0% | -17.1% |
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