-5.6%
KMB vs LDOS
+39.7%
-45.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.6% |
| 7D | -3.0% | -5.4% | +2.4% | -2.7% |
| 30D | -5.5% | +4.9% | -10.4% | -5.8% |
| 3M | +14.0% | +7.2% | +6.8% | +13.1% |
| 6M | +4.1% | -24.2% | +28.3% | +4.8% |
| YTD | +8.0% | -25.8% | +33.9% | +8.5% |
| 1Y | -13.7% | -24.7% | +11.0% | -13.7% |
| All | -5.6% | +39.7% | -45.3% | -16.5% |
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