+16.1%
KMB vs LDOS
-31.3%
+47.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +0.4% | -3.7% | +4.1% | +0.8% |
| 30D | +14.1% | +16.4% | -2.2% | +13.0% |
| 3M | -0.5% | +7.4% | -7.9% | -1.1% |
| 6M | +16.6% | -0.3% | +16.9% | +14.3% |
| YTD | +13.7% | -24.0% | +37.7% | +9.5% |
| 1Y | +16.1% | -29.6% | +45.6% | +12.2% |
| All | +16.1% | -31.3% | +47.4% | +12.2% |
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 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