-20.4%
KVUE vs LDOS
+72.3%
-92.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.1% |
| 7D | -2.2% | -5.4% | +3.2% | -1.9% |
| 30D | -3.7% | +4.9% | -8.6% | -4.0% |
| 3M | +12.3% | +7.2% | +5.1% | +11.4% |
| 6M | +5.4% | -24.2% | +29.7% | +6.4% |
| YTD | +12.4% | -25.8% | +38.3% | +13.1% |
| 1Y | -4.4% | -24.7% | +20.3% | -4.0% |
| 3Y | -7.5% | +39.3% | -46.8% | -14.7% |
| All | -20.4% | +72.3% | -92.7% | -28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling