-61.2%
ACHR vs LDOS
+39.4%
-100.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.1% | -6.2% | -6.1% |
| 7D | -11.6% | -3.7% | -7.9% | -10.4% |
| 30D | -16.8% | +16.4% | -33.2% | -22.0% |
| 3M | -25.6% | +7.4% | -33.0% | -28.0% |
| 6M | -33.7% | -0.3% | -33.4% | -34.2% |
| YTD | -48.5% | -24.0% | -24.5% | -43.1% |
| 1Y | -59.6% | -29.6% | -30.0% | -53.9% |
| 3Y | -29.3% | +35.1% | -64.4% | -35.2% |
| 5Y | -38.5% | +52.9% | -91.4% | -47.0% |
| All | -61.2% | +39.4% | -100.6% | -66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling