-43.1%
ACI vs LDOS
+43.9%
-87.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +0.2% | -5.4% | +5.6% | +1.0% |
| 30D | +5.9% | +4.9% | +1.0% | +5.1% |
| 3M | -19.8% | +7.2% | -27.0% | -20.7% |
| 6M | -24.7% | -24.2% | -0.5% | -21.9% |
| YTD | -24.4% | -25.8% | +1.4% | -21.6% |
| 1Y | -31.5% | -24.7% | -6.8% | -29.2% |
| 3Y | -38.7% | +39.3% | -78.0% | -45.0% |
| All | -43.1% | +43.9% | -87.0% | -50.7% |
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 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