+222.0%
LHX vs KTOS
+613.9%
-391.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -4.3% | -2.4% | -1.9% | -3.7% |
| 30D | -15.1% | -26.8% | +11.7% | -9.2% |
| 3M | -21.0% | -20.6% | -0.4% | -17.5% |
| 6M | -32.0% | -47.5% | +15.5% | -23.3% |
| YTD | -15.3% | -38.5% | +23.2% | -9.0% |
| 1Y | -11.1% | -31.0% | +20.0% | -8.0% |
| 3Y | +54.0% | +216.5% | -162.5% | +7.5% |
| 5Y | +17.1% | +105.7% | -88.6% | -13.3% |
| All | +222.0% | +613.9% | -391.9% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KTOS.
Daily Out/Under-Performance
Portfolio return minus KTOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KTOS 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 10y: compounded portfolio wealth divided by compounded KTOS 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…
10y analysis · Full analysis span regression · 6 months rolling