+32.8%
LDOS vs KMX
-22.6%
+55.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -2.1% |
| 7D | -7.2% | -7.4% | +0.2% | -6.4% |
| 30D | +16.8% | -3.4% | +20.2% | +17.3% |
| 3M | -1.6% | -11.3% | +9.7% | -0.4% |
| 6M | -1.0% | +30.6% | -31.5% | -4.1% |
| YTD | -25.8% | +33.2% | -59.0% | -28.5% |
| 1Y | -31.1% | +66.7% | -97.8% | -35.1% |
| 3Y | +32.8% | -22.1% | +54.9% | +32.0% |
| All | +32.8% | -22.6% | +55.3% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling