+511.9%
LDOS vs ACGL
+1,499.6%
-987.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | -0.4% |
| 7D | -2.8% | +8.0% | -10.8% | -5.8% |
| 30D | +13.6% | +17.3% | -3.7% | +6.5% |
| 3M | +4.2% | +11.2% | -7.0% | -0.2% |
| 6M | -8.2% | +18.2% | -26.4% | -14.5% |
| YTD | -24.1% | +15.4% | -39.5% | -29.0% |
| 1Y | -31.2% | +26.5% | -57.8% | -38.1% |
| 3Y | +35.0% | +36.1% | -1.1% | +15.2% |
| 5Y | +52.6% | +175.9% | -123.3% | -6.8% |
| 10Y | +261.9% | +352.4% | -90.6% | +72.2% |
| All | +511.9% | +1,499.6% | -987.7% | +80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling