+26.3%
ACI vs LDOS
+55.9%
-29.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -22.0% |
| YTD | -24.4% | -25.8% | +1.4% | -21.7% |
| 1Y | -31.5% | -24.7% | -6.8% | -29.3% |
| 3Y | -38.7% | +39.3% | -78.0% | -43.8% |
| 5Y | -42.8% | +43.3% | -86.1% | -48.2% |
| All | +26.3% | +55.9% | -29.6% | +9.6% |
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