-59.6%
ACHR vs LDOS
+34.0%
-93.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.5% | -6.8% |
| 7D | -9.2% | -1.6% | -7.6% | -8.6% |
| 30D | -1.0% | +8.2% | -9.2% | -4.5% |
| 3M | -42.2% | -8.2% | -34.0% | -40.5% |
| 6M | -38.2% | +5.8% | -44.0% | -40.1% |
| YTD | -46.4% | -27.0% | -19.4% | -39.8% |
| 1Y | -49.4% | -31.0% | -18.4% | -41.8% |
| 3Y | -22.5% | +29.3% | -51.8% | -27.8% |
| 5Y | -29.8% | +48.7% | -78.5% | -38.8% |
| All | -59.6% | +34.0% | -93.6% | -64.5% |
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