+3,549.0%
LRCX vs KTOS
+613.9%
+2,935.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -3.1% | -2.4% | -0.7% | -2.4% |
| 30D | -8.6% | -26.8% | +18.3% | +0.1% |
| 3M | -17.7% | -20.6% | +2.9% | -12.9% |
| 6M | +36.4% | -47.5% | +83.8% | +60.4% |
| YTD | +74.5% | -38.5% | +113.0% | +91.6% |
| 1Y | +159.4% | -31.0% | +190.5% | +170.2% |
| 3Y | +361.6% | +216.5% | +145.0% | +179.5% |
| 5Y | +425.2% | +105.7% | +319.6% | +245.3% |
| All | +3,549.0% | +613.9% | +2,935.1% | +1,830.7% |
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