-42.7%
ACHR vs LDOS
+36.1%
-78.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | -0.7% | -5.4% | +4.7% | +1.6% |
| 30D | +9.8% | +4.9% | +4.9% | +7.8% |
| 3M | -10.5% | +7.2% | -17.7% | -13.2% |
| 6M | -15.5% | -24.2% | +8.7% | -5.8% |
| YTD | -24.1% | -25.8% | +1.7% | -14.8% |
| 1Y | -32.4% | -24.7% | -7.7% | -24.3% |
| 3Y | -11.6% | +39.3% | -50.9% | -19.1% |
| 5Y | -42.9% | +43.3% | -86.2% | -49.4% |
| All | -42.7% | +36.1% | -78.9% | -49.7% |
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 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