+309.5%
KLAC vs LDOS
+52.3%
+257.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.4% | +7.7% | +5.7% |
| 7D | +7.5% | -1.3% | +8.8% | +7.7% |
| 30D | -15.3% | +10.1% | -25.4% | -17.2% |
| 3M | -19.6% | -4.7% | -14.9% | -19.2% |
| 6M | -12.5% | +5.6% | -18.1% | -14.0% |
| YTD | +33.0% | -25.1% | +58.1% | +43.2% |
| 1Y | +35.9% | -31.7% | +67.6% | +50.9% |
| 3Y | +208.6% | +33.7% | +174.9% | +166.0% |
| 5Y | +309.5% | +54.4% | +255.1% | +233.6% |
| All | +309.5% | +52.3% | +257.2% | +233.6% |
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 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