+270.0%
LDOS vs KMX
+6.1%
+263.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | -5.4% | +1.9% | -7.3% | -5.8% |
| 30D | +4.9% | +11.7% | -6.8% | +2.5% |
| 3M | +7.2% | +34.9% | -27.7% | +0.4% |
| 6M | -24.2% | +50.3% | -74.5% | -31.1% |
| YTD | -25.8% | +63.8% | -89.6% | -34.0% |
| 1Y | -24.7% | +3.8% | -28.6% | -27.3% |
| 3Y | +39.3% | -24.3% | +63.6% | +39.7% |
| 5Y | +43.3% | -50.2% | +93.5% | +53.4% |
| All | +270.0% | +6.1% | +263.9% | +182.6% |
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