-18.0%
KVUE vs LDOS
+85.7%
-103.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | +10.6% | +1.7% | +11.3% |
| 7D | +12.3% | +10.6% | +1.7% | +11.3% |
| 30D | +12.3% | +10.6% | +1.7% | +11.3% |
| 3M | +12.3% | +10.6% | +1.7% | +11.3% |
| 6M | +12.7% | -3.5% | +16.3% | +12.3% |
| YTD | +15.9% | -20.0% | +35.9% | +16.1% |
| 1Y | +42.1% | -24.2% | +66.4% | +42.9% |
| 3Y | +17.3% | +61.1% | -43.7% | +6.8% |
| All | -18.0% | +85.7% | -103.7% | -26.5% |
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