-75.1%
LULU vs KTOS
+216.1%
-291.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.2% |
| 7D | -1.6% | -2.4% | +0.7% | -1.3% |
| 30D | -18.1% | -26.8% | +8.7% | -15.2% |
| 3M | -18.8% | -20.6% | +1.8% | -16.9% |
| 6M | -39.2% | -47.5% | +8.3% | -35.4% |
| YTD | -52.4% | -38.5% | -13.9% | -51.4% |
| 1Y | -40.3% | -31.0% | -9.3% | -41.1% |
| 3Y | -75.1% | +216.5% | -291.6% | -82.7% |
| All | -75.1% | +216.1% | -291.2% | -82.7% |
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 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