-41.4%
ACI vs LDOS
+51.2%
-92.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.5% |
| 7D | -5.9% | -5.8% | -0.1% | -4.9% |
| 30D | +7.2% | +11.6% | -4.4% | +5.4% |
| 3M | +8.8% | -1.0% | +9.8% | +8.9% |
| 6M | -17.2% | +5.1% | -22.2% | -18.1% |
| YTD | -21.3% | -24.0% | +2.8% | -18.6% |
| 1Y | -23.7% | -30.3% | +6.5% | -20.0% |
| 3Y | -32.8% | +37.0% | -69.8% | -40.0% |
| 5Y | -41.4% | +53.4% | -94.7% | -49.2% |
| All | -41.4% | +51.2% | -92.5% | -49.2% |
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 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