+405.8%
AAOI vs LDOS
+267.6%
+138.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -4.8% |
| 7D | +2.9% | -2.1% | +5.0% | +3.7% |
| 30D | -23.1% | -8.0% | -15.1% | -20.7% |
| 3M | -41.0% | +6.8% | -47.9% | -43.4% |
| 6M | -14.3% | -24.5% | +10.2% | -4.4% |
| YTD | +196.3% | -27.8% | +224.1% | +233.2% |
| 1Y | +272.6% | -27.4% | +300.0% | +319.4% |
| 3Y | +775.3% | +39.9% | +735.4% | +621.4% |
| 5Y | +1,290.2% | +42.1% | +1,248.1% | +999.9% |
| All | +405.8% | +267.6% | +138.2% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LDOS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling