+21.8%
KWEB vs LDOS
+516.5%
-494.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.0% |
| 7D | +9.4% | -7.2% | +16.6% | +11.4% |
| 30D | +2.3% | +16.8% | -14.6% | -1.8% |
| 3M | -12.3% | -1.6% | -10.7% | -12.3% |
| 6M | -16.4% | -1.0% | -15.4% | -16.9% |
| YTD | -26.9% | -25.8% | -1.2% | -22.4% |
| 1Y | -33.2% | -31.1% | -2.1% | -27.7% |
| 3Y | +1.2% | +32.8% | -31.6% | -10.7% |
| 5Y | -36.4% | +49.4% | -85.8% | -46.9% |
| 10Y | -17.4% | +253.9% | -271.3% | -49.6% |
| All | +21.8% | +516.5% | -494.7% | -34.3% |
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