-80.4%
LYFT vs KTOS
+204.6%
-285.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.2% |
| 7D | -8.4% | -2.4% | -6.0% | -7.6% |
| 30D | -7.6% | -26.8% | +19.2% | +2.3% |
| 3M | +11.7% | -20.6% | +32.3% | +18.7% |
| 6M | +15.1% | -47.5% | +62.6% | +38.1% |
| YTD | -20.9% | -38.5% | +17.6% | -13.5% |
| 1Y | -16.4% | -31.0% | +14.6% | -15.2% |
| 3Y | +35.2% | +216.5% | -181.3% | -34.0% |
| 5Y | -69.4% | +105.7% | -175.0% | -83.2% |
| All | -80.4% | +204.6% | -285.0% | -91.6% |
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