-29.5%
LDOS vs KMX
+69.2%
-98.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.1% |
| 7D | +1.9% | +1.5% | +0.4% | +1.6% |
| 30D | +12.8% | +3.0% | +9.8% | +12.2% |
| 3M | -1.0% | -7.8% | +6.8% | -0.2% |
| 6M | +6.2% | +34.3% | -28.1% | +1.1% |
| YTD | -23.2% | +40.2% | -63.5% | -29.2% |
| 1Y | -29.5% | +63.0% | -92.5% | -37.6% |
| All | -29.5% | +69.2% | -98.7% | -37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling