+743.4%
ACN vs LDOS
+494.7%
+248.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.5% |
| 7D | -1.5% | -5.4% | +3.9% | +0.5% |
| 30D | +9.4% | +4.9% | +4.5% | +7.2% |
| 3M | +5.6% | +7.2% | -1.5% | +2.6% |
| 6M | -9.3% | -24.2% | +15.0% | +0.3% |
| YTD | -29.0% | -25.8% | -3.2% | -21.3% |
| 1Y | -24.7% | -24.7% | +0.1% | -17.2% |
| 3Y | -39.8% | +39.3% | -79.1% | -49.5% |
| 5Y | -40.9% | +43.3% | -84.2% | -52.0% |
| 10Y | +91.1% | +278.6% | -187.5% | +3.8% |
| All | +743.4% | +494.7% | +248.6% | +255.9% |
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