+498.1%
LDOS vs KMX
+188.3%
+309.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.6% |
| 3M | +7.2% | +34.9% | -27.7% | +0.6% |
| 6M | -24.2% | +50.3% | -74.5% | -30.9% |
| YTD | -25.8% | +63.8% | -89.6% | -33.7% |
| 1Y | -24.7% | +3.8% | -28.6% | -27.4% |
| 3Y | +39.3% | -24.3% | +63.6% | +39.1% |
| 5Y | +43.3% | -50.2% | +93.5% | +49.8% |
| 10Y | +278.6% | +5.4% | +273.2% | +222.5% |
| All | +498.1% | +188.3% | +309.7% | +306.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling