-19.7%
KWEB vs LDOS
+228.4%
-248.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.7% |
| 7D | -7.5% | -3.5% | -4.0% | -6.8% |
| 30D | -7.3% | +9.5% | -16.9% | -9.4% |
| 3M | -16.8% | -6.3% | -10.5% | -15.8% |
| 6M | -21.4% | +2.8% | -24.2% | -22.5% |
| YTD | -32.7% | -26.6% | -6.1% | -28.6% |
| 1Y | -38.2% | -31.3% | -6.9% | -33.3% |
| 3Y | -4.8% | +30.9% | -35.8% | -15.7% |
| 5Y | -47.1% | +49.4% | -96.5% | -56.0% |
| All | -19.7% | +228.4% | -248.0% | -52.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling