+41.2%
KEY vs LDOS
+43.9%
-2.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.1% |
| 7D | +2.2% | -5.4% | +7.6% | +4.0% |
| 30D | -3.0% | +4.9% | -7.9% | -4.9% |
| 3M | +3.3% | +7.2% | -3.9% | +0.2% |
| 6M | +9.2% | -24.2% | +33.4% | +20.1% |
| YTD | +10.6% | -25.8% | +36.5% | +21.6% |
| 1Y | +20.4% | -24.7% | +45.1% | +31.1% |
| 3Y | +121.8% | +39.3% | +82.6% | +69.1% |
| All | +41.2% | +43.9% | -2.7% | +4.3% |
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