+35.9%
LDOS vs ACM
-12.3%
+48.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.9% |
| 7D | -3.7% | +5.1% | -8.7% | -5.5% |
| 30D | +16.4% | +11.5% | +4.9% | +11.7% |
| 3M | +7.4% | -10.5% | +17.9% | +11.1% |
| 6M | -0.3% | -20.4% | +20.0% | +7.6% |
| YTD | -24.0% | -28.9% | +4.8% | -14.4% |
| 1Y | -29.6% | -48.7% | +19.1% | -8.8% |
| All | +35.9% | -12.3% | +48.3% | +48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling