+238.7%
KMB vs LDOS
+494.7%
-256.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -3.0% | -5.4% | +2.4% | -2.0% |
| 30D | -5.5% | +4.9% | -10.4% | -6.5% |
| 3M | +14.0% | +7.2% | +6.8% | +12.0% |
| 6M | +4.1% | -24.2% | +28.3% | +9.1% |
| YTD | +8.0% | -25.8% | +33.9% | +13.1% |
| 1Y | -13.7% | -24.7% | +11.0% | -10.2% |
| 3Y | -5.9% | +39.3% | -45.2% | -15.3% |
| 5Y | -8.6% | +43.3% | -51.9% | -19.2% |
| 10Y | +17.3% | +278.6% | -261.3% | -17.5% |
| All | +238.7% | +494.7% | -256.1% | +106.0% |
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