+26.3%
KLAC vs LDOS
-29.6%
+55.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.2% |
| 7D | -2.1% | +1.9% | -3.9% | -1.9% |
| 30D | -21.8% | +12.8% | -34.6% | -20.7% |
| 3M | -20.5% | -1.0% | -19.5% | -20.1% |
| 6M | -18.0% | +6.2% | -24.2% | -14.3% |
| YTD | +26.4% | -23.2% | +49.6% | +32.5% |
| 1Y | +26.3% | -29.5% | +55.8% | +35.6% |
| All | +26.3% | -29.6% | +55.9% | +35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling