+512.4%
LDOS vs KMX
+139.6%
+372.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +1.0% |
| 7D | -3.7% | -6.4% | +2.7% | -2.5% |
| 30D | +16.4% | -4.9% | +21.3% | +17.4% |
| 3M | +7.4% | -7.2% | +14.6% | +8.7% |
| 6M | -0.3% | +41.2% | -41.5% | -7.7% |
| YTD | -24.0% | +36.1% | -60.1% | -29.7% |
| 1Y | -29.6% | +28.9% | -58.5% | -34.8% |
| 3Y | +35.1% | -21.5% | +56.6% | +33.7% |
| 5Y | +52.9% | -66.0% | +118.9% | +73.7% |
| 10Y | +262.2% | +4.1% | +258.1% | +209.4% |
| All | +512.4% | +139.6% | +372.8% | +330.6% |
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 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