-51.3%
ACHR vs LDOS
+37.5%
-88.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.4% | +5.6% | +4.1% |
| 7D | +18.0% | -1.3% | +19.3% | +18.4% |
| 30D | +3.6% | +10.1% | -6.5% | -0.8% |
| 3M | -28.4% | -4.7% | -23.8% | -27.4% |
| 6M | -25.7% | +5.6% | -31.3% | -28.0% |
| YTD | -35.4% | -25.1% | -10.3% | -28.2% |
| 1Y | -45.6% | -31.7% | -14.0% | -37.3% |
| 3Y | -2.2% | +33.7% | -35.9% | -10.1% |
| 5Y | -20.3% | +54.4% | -74.7% | -31.5% |
| All | -51.3% | +37.5% | -88.7% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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