+195.3%
KLAC vs LDOS
+30.5%
+164.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.7% | -3.1% |
| 7D | +10.0% | -1.6% | +11.6% | +10.2% |
| 30D | -14.8% | +8.2% | -23.1% | -15.9% |
| 3M | -27.2% | -8.2% | -19.0% | -26.5% |
| 6M | -17.5% | +5.8% | -23.3% | -18.0% |
| YTD | +25.8% | -27.0% | +52.8% | +36.0% |
| 1Y | +31.8% | -31.0% | +62.8% | +45.2% |
| 3Y | +195.3% | +29.3% | +166.0% | +183.1% |
| All | +195.3% | +30.5% | +164.8% | +183.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling