+633.0%
KO vs LDOS
+494.7%
+138.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -0.9% |
| 7D | -1.8% | -5.4% | +3.6% | -0.6% |
| 30D | +1.4% | +4.9% | -3.5% | +0.2% |
| 3M | +15.4% | +7.2% | +8.2% | +13.1% |
| 6M | +14.3% | -24.2% | +38.5% | +20.8% |
| YTD | +27.7% | -25.8% | +53.5% | +34.7% |
| 1Y | +32.7% | -24.7% | +57.4% | +39.2% |
| 3Y | +62.2% | +39.3% | +22.9% | +42.6% |
| 5Y | +80.0% | +43.3% | +36.7% | +55.1% |
| 10Y | +175.6% | +278.6% | -102.9% | +88.6% |
| All | +633.0% | +494.7% | +138.3% | +326.0% |
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