+97.5%
KTOS vs LH
+27.0%
+70.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.2% |
| 7D | -2.4% | -4.7% | +2.3% | -0.5% |
| 30D | -26.8% | -3.5% | -23.4% | -26.0% |
| 3M | -20.6% | +17.7% | -38.3% | -25.8% |
| 6M | -47.5% | +15.8% | -63.3% | -50.7% |
| YTD | -38.5% | +25.1% | -63.6% | -44.3% |
| 1Y | -31.0% | +12.5% | -43.5% | -35.0% |
| 3Y | +216.5% | +59.8% | +156.8% | +150.3% |
| All | +97.5% | +27.0% | +70.5% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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