+216.5%
KTOS vs LSCC
+29.0%
+187.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.9% | -5.5% | -1.7% |
| 7D | -2.4% | +3.3% | -5.7% | -3.1% |
| 30D | -26.8% | -7.4% | -19.5% | -25.7% |
| 3M | -20.6% | -16.2% | -4.4% | -18.4% |
| 6M | -47.5% | +31.9% | -79.4% | -50.8% |
| YTD | -38.5% | +62.8% | -101.3% | -45.2% |
| 1Y | -31.0% | +81.4% | -112.4% | -39.8% |
| 3Y | +216.5% | +33.1% | +183.5% | +189.8% |
| All | +216.5% | +29.0% | +187.6% | +189.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 3y: compounded portfolio wealth divided by compounded LSCC 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…
3y analysis · Full analysis span regression · 6 months rolling