+222.7%
KO vs LDOS
+254.8%
-32.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.7% |
| 7D | +2.2% | +1.9% | +0.4% | +1.8% |
| 30D | +10.1% | +12.8% | -2.7% | +6.9% |
| 3M | +12.2% | -1.0% | +13.2% | +12.2% |
| 6M | +25.1% | +6.2% | +18.9% | +22.4% |
| YTD | +41.3% | -23.2% | +64.5% | +48.1% |
| 1Y | +41.1% | -29.5% | +70.6% | +51.3% |
| 3Y | +86.3% | +37.1% | +49.2% | +58.5% |
| 5Y | +97.8% | +55.6% | +42.2% | +58.5% |
| 10Y | +222.7% | +249.4% | -26.7% | +126.0% |
| All | +222.7% | +254.8% | -32.1% | +126.0% |
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 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