+2,047.5%
KLAC vs LDOS
+248.5%
+1,799.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.3% | +9.0% | +7.6% |
| 7D | -12.3% | -7.2% | -5.1% | -9.9% |
| 30D | -29.6% | +16.8% | -46.5% | -34.5% |
| 3M | -28.2% | -1.6% | -26.7% | -28.7% |
| 6M | -23.6% | -1.0% | -22.6% | -25.0% |
| YTD | +14.4% | -25.8% | +40.2% | +26.2% |
| 1Y | +15.4% | -31.1% | +46.5% | +32.0% |
| 3Y | +184.3% | +32.8% | +151.5% | +122.6% |
| 5Y | +248.9% | +49.4% | +199.5% | +147.5% |
| All | +2,047.5% | +248.5% | +1,799.1% | +928.9% |
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