+2,288.0%
KLAC vs LDOS
+254.8%
+2,033.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.6% |
| 7D | -2.1% | +1.9% | -3.9% | -2.8% |
| 30D | -21.8% | +12.8% | -34.6% | -26.0% |
| 3M | -20.5% | -1.0% | -19.5% | -21.1% |
| 6M | -18.0% | +6.2% | -24.2% | -21.8% |
| YTD | +26.4% | -23.2% | +49.6% | +37.6% |
| 1Y | +26.3% | -29.5% | +55.8% | +43.4% |
| 3Y | +193.3% | +37.1% | +156.2% | +126.6% |
| 5Y | +297.2% | +55.6% | +241.6% | +176.6% |
| 10Y | +2,288.0% | +249.4% | +2,038.6% | +986.0% |
| All | +2,288.0% | +254.8% | +2,033.1% | +986.0% |
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