+35.8%
LDOS vs ACGL
+35.7%
+0.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | 0.0% |
| 7D | -2.8% | +8.0% | -10.8% | -4.6% |
| 30D | +13.6% | +17.3% | -3.7% | +9.4% |
| 3M | +4.2% | +11.2% | -7.0% | +1.5% |
| 6M | -8.2% | +18.2% | -26.4% | -11.9% |
| YTD | -24.1% | +15.4% | -39.5% | -27.0% |
| 1Y | -31.2% | +26.5% | -57.8% | -35.5% |
| All | +35.8% | +35.7% | +0.1% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling