+298.6%
KLAC vs LDOS
+51.2%
+247.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.9% |
| 7D | +21.2% | -3.5% | +24.6% | +21.9% |
| 30D | -14.5% | +9.5% | -24.0% | -16.4% |
| 3M | -24.4% | -6.3% | -18.1% | -23.7% |
| 6M | -12.9% | +2.8% | -15.8% | -13.9% |
| YTD | +29.9% | -26.6% | +56.6% | +40.4% |
| 1Y | +31.9% | -31.3% | +63.2% | +45.7% |
| 3Y | +201.5% | +30.9% | +170.6% | +160.9% |
| 5Y | +298.6% | +49.4% | +249.2% | +223.1% |
| All | +298.6% | +51.2% | +247.4% | +223.1% |
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 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