+256.4%
KMB vs LDOS
+509.1%
-252.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +0.4% | -3.7% | +4.1% | +1.1% |
| 30D | +14.1% | +16.4% | -2.2% | +10.9% |
| 3M | -0.5% | +7.4% | -7.9% | -2.1% |
| 6M | +16.6% | -0.3% | +16.9% | +16.1% |
| YTD | +13.7% | -24.0% | +37.7% | +18.4% |
| 1Y | +16.1% | -29.6% | +45.6% | +22.7% |
| 3Y | +4.7% | +35.1% | -30.4% | -5.0% |
| 5Y | +1.5% | +52.9% | -51.4% | -11.4% |
| 10Y | +40.5% | +262.2% | -221.7% | -0.3% |
| All | +256.4% | +509.1% | -252.6% | +115.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling