-20.6%
KWEB vs LDOS
+258.9%
-279.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.1% |
| 7D | -3.6% | -4.2% | +0.6% | -2.6% |
| 30D | -14.9% | -7.9% | -7.0% | -13.4% |
| 3M | -5.4% | +4.1% | -9.5% | -6.7% |
| 6M | -18.9% | -28.2% | +9.3% | -12.8% |
| YTD | -27.2% | -28.5% | +1.3% | -22.1% |
| 1Y | -34.2% | -27.7% | -6.6% | -29.9% |
| 3Y | +0.6% | +38.4% | -37.8% | -12.1% |
| 5Y | -43.5% | +38.0% | -81.4% | -51.6% |
| 10Y | -20.6% | +262.1% | -282.6% | -50.5% |
| All | -20.6% | +258.9% | -279.5% | -50.5% |
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 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