+221.4%
LDOS vs KMX
-2.3%
+223.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.7% | -0.7% |
| 7D | -1.6% | +3.4% | -5.0% | -2.3% |
| 30D | +8.2% | +6.8% | +1.4% | +6.8% |
| 3M | -8.2% | -11.4% | +3.2% | -6.2% |
| 6M | +5.8% | +43.6% | -37.7% | -2.5% |
| YTD | -27.0% | +37.7% | -64.7% | -32.8% |
| 1Y | -31.0% | +53.0% | -84.0% | -37.9% |
| 3Y | +29.3% | -16.3% | +45.6% | +25.9% |
| 5Y | +48.7% | -64.2% | +113.0% | +74.6% |
| All | +221.4% | -2.3% | +223.7% | +169.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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