+27.5%
KWEB vs LDOS
+516.2%
-488.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.9% |
| 7D | -1.0% | -5.4% | +4.4% | +0.3% |
| 30D | -8.7% | +4.9% | -13.6% | -9.9% |
| 3M | -4.0% | +7.2% | -11.2% | -6.1% |
| 6M | -13.1% | -24.2% | +11.1% | -7.5% |
| YTD | -23.5% | -25.8% | +2.3% | -18.5% |
| 1Y | -27.2% | -24.7% | -2.4% | -22.8% |
| 3Y | -2.1% | +39.3% | -41.4% | -14.7% |
| 5Y | -40.8% | +43.3% | -84.1% | -49.9% |
| 10Y | -17.5% | +278.6% | -296.0% | -50.5% |
| All | +27.5% | +516.2% | -488.7% | -31.0% |
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 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