+498.3%
LDOS vs KMX
+134.5%
+363.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.9% |
| 7D | -7.2% | -7.4% | +0.2% | -5.8% |
| 30D | +16.8% | -3.4% | +20.2% | +17.5% |
| 3M | -1.6% | -11.3% | +9.7% | +0.5% |
| 6M | -1.0% | +30.6% | -31.5% | -6.8% |
| YTD | -25.8% | +33.2% | -59.0% | -31.0% |
| 1Y | -31.1% | +66.7% | -97.8% | -38.9% |
| 3Y | +32.8% | -22.1% | +54.9% | +31.6% |
| 5Y | +49.4% | -66.7% | +116.1% | +70.4% |
| 10Y | +253.9% | +1.9% | +252.0% | +203.6% |
| All | +498.3% | +134.5% | +363.8% | +322.5% |
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