+2,382.0%
LITE vs KTOS
+613.9%
+1,768.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | +5.2% | -2.4% | +7.6% | +5.8% |
| 30D | -0.6% | -26.8% | +26.3% | +7.7% |
| 3M | +4.2% | -20.6% | +24.8% | +9.8% |
| 6M | +38.0% | -47.5% | +85.4% | +58.9% |
| YTD | +151.5% | -38.5% | +190.0% | +166.5% |
| 1Y | +462.2% | -31.0% | +493.2% | +468.8% |
| 3Y | +1,810.6% | +216.5% | +1,594.1% | +1,134.2% |
| 5Y | +980.2% | +105.7% | +874.5% | +643.2% |
| All | +2,382.0% | +613.9% | +1,768.1% | +1,150.6% |
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