-31.0%
LDOS vs ACM
-46.0%
+15.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -1.6% | +5.6% | -7.3% | -3.1% |
| 30D | +8.2% | +20.8% | -12.6% | +2.8% |
| 3M | -8.2% | +11.4% | -19.6% | -11.1% |
| 6M | +5.8% | +0.9% | +4.9% | +4.6% |
| YTD | -27.0% | -24.8% | -2.2% | -21.8% |
| 1Y | -31.0% | -46.4% | +15.5% | -22.8% |
| All | -31.0% | -46.0% | +15.0% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling