+41.3%
LDOS vs ACGL
+34.2%
+7.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +0.9% |
| 7D | -5.4% | -0.7% | -4.7% | -5.3% |
| 30D | +4.9% | -1.0% | +5.9% | +5.1% |
| 3M | +7.2% | +11.0% | -3.9% | +4.6% |
| 6M | -24.2% | -0.3% | -23.9% | -24.3% |
| YTD | -25.8% | +2.3% | -28.1% | -26.6% |
| 1Y | -24.7% | +6.4% | -31.1% | -26.4% |
| All | +41.3% | +34.2% | +7.0% | +32.4% |
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