+176.7%
KO vs LDOS
+260.1%
-83.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +1.0% |
| 7D | +0.4% | -7.1% | +7.6% | +2.1% |
| 30D | +1.5% | -6.1% | +7.6% | +2.9% |
| 3M | +11.8% | +5.6% | +6.2% | +9.8% |
| 6M | +16.2% | -26.9% | +43.1% | +24.4% |
| YTD | +28.1% | -27.9% | +56.0% | +36.5% |
| 1Y | +34.8% | -26.8% | +61.5% | +42.6% |
| 3Y | +65.5% | +39.6% | +25.9% | +39.6% |
| 5Y | +81.6% | +39.4% | +42.2% | +50.7% |
| 10Y | +176.7% | +260.0% | -83.2% | +92.6% |
| All | +176.7% | +260.1% | -83.4% | +92.6% |
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 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