-55.8%
KHC vs LDOS
+278.0%
-333.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -1.8% | -5.4% | +3.6% | -0.4% |
| 30D | -1.9% | +4.9% | -6.8% | -3.2% |
| 3M | +14.4% | +7.2% | +7.2% | +11.9% |
| 6M | +8.7% | -24.2% | +33.0% | +15.9% |
| YTD | +7.8% | -25.8% | +33.6% | +14.7% |
| 1Y | -1.5% | -24.7% | +23.2% | +4.1% |
| 3Y | -9.9% | +39.3% | -49.1% | -22.3% |
| 5Y | -10.7% | +43.3% | -54.0% | -25.0% |
| All | -55.8% | +278.0% | -333.8% | -66.9% |
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