+498.1%
LDOS vs ACGL
+1,317.8%
-819.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +1.2% |
| 7D | -5.4% | -0.7% | -4.7% | -5.1% |
| 30D | +4.9% | -1.0% | +5.9% | +5.2% |
| 3M | +7.2% | +11.0% | -3.9% | +2.5% |
| 6M | -24.2% | -0.3% | -23.9% | -24.5% |
| YTD | -25.8% | +2.3% | -28.1% | -27.1% |
| 1Y | -24.7% | +6.4% | -31.1% | -27.4% |
| 3Y | +39.3% | +34.0% | +5.3% | +19.1% |
| 5Y | +43.3% | +161.6% | -118.3% | -11.0% |
| 10Y | +278.6% | +278.6% | 0.0% | +93.3% |
| All | +498.1% | +1,317.8% | -819.7% | +84.9% |
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