+45.2%
LDOS vs ACM
+5.0%
+40.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -5.4% | -3.7% | -1.7% | -4.1% |
| 30D | +4.9% | -11.1% | +16.0% | +9.0% |
| 3M | +7.2% | -8.0% | +15.2% | +9.9% |
| 6M | -24.2% | -29.7% | +5.4% | -14.1% |
| YTD | -25.8% | -29.4% | +3.6% | -16.3% |
| 1Y | -24.7% | -46.4% | +21.7% | -5.6% |
| 3Y | +39.3% | -22.3% | +61.6% | +50.1% |
| All | +45.2% | +5.0% | +40.3% | +38.8% |
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 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