+122.5%
KTOS vs LCID
-95.9%
+218.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.7% |
| 7D | -2.4% | -9.8% | +7.5% | -1.0% |
| 30D | -26.8% | -35.5% | +8.6% | -22.5% |
| 3M | -20.6% | -18.4% | -2.2% | -20.7% |
| 6M | -47.5% | -60.5% | +13.0% | -42.1% |
| YTD | -38.5% | -60.1% | +21.6% | -32.4% |
| 1Y | -31.0% | -78.8% | +47.8% | -18.1% |
| 3Y | +216.5% | -92.8% | +309.3% | +302.8% |
| 5Y | +105.7% | -97.9% | +203.6% | +190.8% |
| All | +122.5% | -95.9% | +218.4% | +210.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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