+1,103.2%
ACN vs LDOS
+508.5%
+594.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.5% |
| 7D | +8.6% | -2.8% | +11.4% | +9.8% |
| 30D | +36.6% | +13.6% | +23.0% | +30.0% |
| 3M | +56.3% | +4.2% | +52.1% | +53.6% |
| 6M | +49.7% | -8.2% | +57.9% | +53.9% |
| YTD | +1.3% | -24.1% | +25.4% | +11.4% |
| 1Y | +11.9% | -31.2% | +43.2% | +27.5% |
| 3Y | -10.6% | +35.0% | -45.6% | -23.9% |
| 5Y | -21.3% | +52.6% | -74.0% | -37.5% |
| 10Y | +166.2% | +261.9% | -95.6% | +47.4% |
| All | +1,103.2% | +508.5% | +594.8% | +403.7% |
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 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