-92.5%
KTOS vs LH
+5,107.5%
-5,199.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.2% |
| 7D | -2.4% | -4.7% | +2.3% | -0.6% |
| 30D | -26.8% | -3.5% | -23.4% | -26.0% |
| 3M | -20.6% | +17.7% | -38.3% | -25.7% |
| 6M | -47.5% | +15.8% | -63.3% | -50.6% |
| YTD | -38.5% | +25.1% | -63.6% | -44.0% |
| 1Y | -31.0% | +12.5% | -43.5% | -34.8% |
| 3Y | +216.5% | +59.8% | +156.8% | +156.9% |
| 5Y | +105.7% | +27.1% | +78.6% | +80.4% |
| 10Y | +615.0% | +183.2% | +431.8% | +349.1% |
| All | -92.5% | +5,107.5% | -5,199.9% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling