+55.6%
LDOS vs ACM
+4.8%
+50.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | +1.9% | +6.6% | -4.7% | -0.6% |
| 30D | +12.8% | +19.8% | -7.0% | +5.2% |
| 3M | -1.0% | -3.1% | +2.1% | -0.5% |
| 6M | +6.2% | -11.5% | +17.7% | +9.9% |
| YTD | -23.2% | -24.7% | +1.5% | -15.5% |
| 1Y | -29.5% | -45.1% | +15.6% | -11.8% |
| 3Y | +37.1% | -8.9% | +45.9% | +38.7% |
| 5Y | +55.6% | +5.4% | +50.2% | +45.4% |
| All | +55.6% | +4.8% | +50.8% | +45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling