+258.8%
LDOS vs ACGL
+351.1%
-92.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -3.7% | +6.4% | -10.1% | -6.1% |
| 30D | +16.4% | +16.6% | -0.2% | +9.3% |
| 3M | +7.4% | +11.6% | -4.2% | +2.6% |
| 6M | -0.3% | +17.5% | -17.8% | -7.0% |
| YTD | -24.0% | +15.3% | -39.3% | -29.0% |
| 1Y | -29.6% | +26.3% | -55.9% | -36.7% |
| 3Y | +35.1% | +35.9% | -0.8% | +14.7% |
| 5Y | +52.9% | +168.2% | -115.3% | -8.8% |
| All | +258.8% | +351.1% | -92.3% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling