+784.1%
KEYS vs LDOS
+241.3%
+542.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.4% | +7.3% | +5.7% |
| 7D | +6.9% | -1.3% | +8.2% | +7.3% |
| 30D | -19.1% | +10.1% | -29.2% | -22.1% |
| 3M | -11.1% | -4.7% | -6.4% | -10.5% |
| 6M | -16.6% | +5.6% | -22.1% | -19.6% |
| YTD | +50.4% | -25.1% | +75.5% | +63.1% |
| 1Y | +67.5% | -31.7% | +99.2% | +88.5% |
| 3Y | +146.0% | +33.7% | +112.3% | +106.0% |
| 5Y | +64.5% | +54.4% | +10.2% | +26.9% |
| 10Y | +784.1% | +236.4% | +547.7% | +398.4% |
| All | +784.1% | +241.3% | +542.8% | +398.4% |
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