+54.0%
LHX vs KTOS
+216.1%
-162.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -4.3% | -2.4% | -1.9% | -3.8% |
| 30D | -15.1% | -26.8% | +11.7% | -9.9% |
| 3M | -21.0% | -20.6% | -0.4% | -17.8% |
| 6M | -32.0% | -47.5% | +15.5% | -24.2% |
| YTD | -15.3% | -38.5% | +23.2% | -9.5% |
| 1Y | -11.1% | -31.0% | +20.0% | -7.8% |
| 3Y | +54.0% | +216.5% | -162.5% | -2.2% |
| All | +54.0% | +216.1% | -162.1% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling