-39.5%
ACI vs LDOS
+51.8%
-91.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.4% |
| 7D | +4.5% | -2.8% | +7.3% | +5.0% |
| 30D | +20.9% | +13.6% | +7.3% | +18.4% |
| 3M | +15.2% | +4.2% | +11.0% | +14.3% |
| 6M | -13.3% | -8.2% | -5.1% | -12.5% |
| YTD | -16.2% | -24.1% | +7.9% | -13.4% |
| 1Y | -16.9% | -31.2% | +14.3% | -12.7% |
| 3Y | -30.8% | +35.0% | -65.8% | -37.9% |
| All | -39.5% | +51.8% | -91.3% | -47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling