+400.9%
AAOI vs LDOS
+490.4%
-89.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.4% |
| 7D | -0.5% | -1.6% | +1.1% | 0.0% |
| 30D | -42.1% | +8.2% | -50.4% | -44.2% |
| 3M | -61.6% | -8.2% | -53.5% | -61.1% |
| 6M | -77.6% | +5.8% | -83.5% | -78.7% |
| YTD | +43.1% | -27.0% | +70.1% | +55.7% |
| 1Y | +138.6% | -31.0% | +169.6% | +166.7% |
| 3Y | +353.5% | +29.3% | +324.3% | +291.7% |
| 5Y | +720.6% | +48.7% | +671.8% | +557.1% |
| 10Y | +99.8% | +228.0% | -128.2% | +19.9% |
| All | +400.9% | +490.4% | -89.5% | +170.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling