+46.1%
KEYS vs LDOS
+49.1%
-3.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.3% | +6.7% | +4.9% |
| 7D | -11.4% | -7.2% | -4.2% | -10.1% |
| 30D | -28.7% | +16.8% | -45.5% | -31.5% |
| 3M | -19.2% | -1.6% | -17.7% | -19.5% |
| 6M | -25.8% | -1.0% | -24.8% | -26.0% |
| YTD | +33.9% | -25.8% | +59.7% | +44.6% |
| 1Y | +47.1% | -31.1% | +78.1% | +62.8% |
| 3Y | +119.4% | +32.8% | +86.6% | +92.0% |
| All | +46.1% | +49.1% | -3.1% | +23.7% |
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 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