+222.7%
KO vs LDOS
+228.4%
-5.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | +0.4% |
| 7D | +1.8% | -3.5% | +5.2% | +2.6% |
| 30D | +8.1% | +9.5% | -1.4% | +5.7% |
| 3M | +13.0% | -6.3% | +19.3% | +14.4% |
| 6M | +23.3% | +2.8% | +20.5% | +21.5% |
| YTD | +42.1% | -26.6% | +68.7% | +50.5% |
| 1Y | +39.9% | -31.3% | +71.2% | +50.8% |
| 3Y | +87.3% | +30.9% | +56.3% | +61.0% |
| 5Y | +99.3% | +49.4% | +49.9% | +61.0% |
| All | +222.7% | +228.4% | -5.7% | +128.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling