+80.6%
KEYS vs LDOS
+43.9%
+36.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | +2.3% | -5.4% | +7.7% | +3.6% |
| 30D | -2.6% | +4.9% | -7.5% | -4.1% |
| 3M | -4.6% | +7.2% | -11.8% | -6.6% |
| 6M | +8.7% | -24.2% | +33.0% | +17.8% |
| YTD | +61.0% | -25.8% | +86.8% | +74.3% |
| 1Y | +96.0% | -24.7% | +120.7% | +111.0% |
| 3Y | +144.4% | +39.3% | +105.1% | +113.3% |
| All | +80.6% | +43.9% | +36.7% | +53.2% |
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 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