+606.4%
KTOS vs LDOS
+265.7%
+340.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.2% |
| 7D | -2.4% | -3.1% | +0.8% | -0.1% |
| 30D | -26.8% | -8.2% | -18.6% | -22.2% |
| 3M | -20.6% | +5.9% | -26.5% | -24.3% |
| 6M | -47.5% | -25.2% | -22.3% | -35.3% |
| YTD | -38.5% | -28.1% | -10.4% | -22.1% |
| 1Y | -31.0% | -29.7% | -1.3% | -10.7% |
| 3Y | +216.5% | +39.0% | +177.5% | +148.3% |
| 5Y | +105.7% | +41.3% | +64.3% | +55.7% |
| All | +606.4% | +265.7% | +340.7% | +130.6% |
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