-35.8%
ACI vs LDOS
+32.3%
-68.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -3.1% |
| 7D | -2.2% | -7.2% | +5.0% | -1.2% |
| 30D | +10.3% | +16.8% | -6.6% | +8.3% |
| 3M | +7.2% | -1.6% | +8.8% | +7.3% |
| 6M | -18.0% | -1.0% | -17.0% | -18.1% |
| YTD | -22.0% | -25.8% | +3.8% | -20.4% |
| 1Y | -23.4% | -31.1% | +7.7% | -21.2% |
| 3Y | -35.8% | +32.8% | -68.6% | -40.2% |
| All | -35.8% | +32.3% | -68.1% | -40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling