+509.1%
LDOS vs ACM
+240.6%
+268.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | -0.2% |
| 7D | -2.8% | +9.5% | -12.3% | -5.4% |
| 30D | +13.6% | +14.7% | -1.1% | +9.0% |
| 3M | +4.2% | -9.5% | +13.7% | +6.8% |
| 6M | -8.2% | -18.0% | +9.8% | -3.6% |
| YTD | -24.1% | -27.3% | +3.2% | -17.7% |
| 1Y | -31.2% | -47.0% | +15.8% | -18.4% |
| 3Y | +35.0% | -10.6% | +45.6% | +37.1% |
| 5Y | +52.6% | +5.3% | +47.3% | +46.6% |
| 10Y | +261.9% | +167.0% | +94.9% | +158.4% |
| All | +509.1% | +240.6% | +268.5% | +255.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling