+470.0%
KLAC vs LDOS
+43.9%
+426.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.5% | +6.8% | +7.2% |
| 7D | +5.7% | -5.4% | +11.1% | +7.0% |
| 30D | -3.6% | +4.9% | -8.5% | -4.8% |
| 3M | -12.8% | +7.2% | -20.0% | -14.2% |
| 6M | +26.1% | -24.2% | +50.3% | +36.2% |
| YTD | +53.3% | -25.8% | +79.1% | +65.5% |
| 1Y | +113.7% | -24.7% | +138.4% | +129.5% |
| 3Y | +274.9% | +39.3% | +235.6% | +224.8% |
| All | +470.0% | +43.9% | +426.2% | +382.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling