+107.0%
KTOS vs LDOS
+39.4%
+67.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.3% |
| 7D | -2.3% | -2.1% | -0.2% | -0.9% |
| 30D | -26.3% | -8.0% | -18.2% | -21.7% |
| 3M | -14.3% | +6.8% | -21.1% | -18.8% |
| 6M | -47.2% | -24.5% | -22.7% | -35.7% |
| YTD | -38.1% | -27.8% | -10.4% | -22.3% |
| 1Y | -28.4% | -27.4% | -1.0% | -9.7% |
| 3Y | +219.6% | +39.9% | +179.7% | +162.2% |
| 5Y | +107.0% | +42.1% | +64.9% | +60.4% |
| All | +107.0% | +39.4% | +67.6% | +60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling