+109.7%
KRE vs LDOS
+248.5%
-138.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.2% | +0.9% |
| 7D | +0.3% | -7.2% | +7.5% | +3.5% |
| 30D | +4.8% | +16.8% | -12.0% | -2.5% |
| 3M | -5.1% | -1.6% | -3.5% | -5.1% |
| 6M | +3.3% | -1.0% | +4.3% | +2.1% |
| YTD | +13.3% | -25.8% | +39.1% | +26.3% |
| 1Y | +22.9% | -31.1% | +54.0% | +42.1% |
| 3Y | +82.1% | +32.8% | +49.3% | +42.6% |
| 5Y | +11.0% | +49.4% | -38.4% | -20.9% |
| All | +109.7% | +248.5% | -138.7% | -7.1% |
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