+361.6%
LRCX vs KTOS
+216.1%
+145.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -3.1% | -2.4% | -0.7% | -2.5% |
| 30D | -8.6% | -26.8% | +18.3% | -1.7% |
| 3M | -17.7% | -20.6% | +2.9% | -14.0% |
| 6M | +36.4% | -47.5% | +83.8% | +54.8% |
| YTD | +74.5% | -38.5% | +113.0% | +88.0% |
| 1Y | +159.4% | -31.0% | +190.5% | +167.7% |
| 3Y | +361.6% | +216.5% | +145.0% | +224.5% |
| All | +361.6% | +216.1% | +145.5% | +224.5% |
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