+12.0%
KEY vs LDOS
+508.5%
-496.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.1% |
| 7D | +1.7% | -2.8% | +4.5% | +3.0% |
| 30D | +6.8% | +13.6% | -6.8% | -0.5% |
| 3M | -5.8% | +4.2% | -10.0% | -8.9% |
| 6M | +1.4% | -8.2% | +9.6% | +3.7% |
| YTD | +7.5% | -24.1% | +31.6% | +19.9% |
| 1Y | +29.6% | -31.2% | +60.8% | +52.5% |
| 3Y | +118.8% | +35.0% | +83.8% | +67.4% |
| 5Y | +16.8% | +52.6% | -35.8% | -18.5% |
| 10Y | +133.0% | +261.9% | -128.8% | -0.1% |
| All | +12.0% | +508.5% | -496.5% | -66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling