+959.5%
AAOI vs LDOS
+499.8%
+459.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.6% | +4.9% |
| 7D | -0.7% | -5.4% | +4.8% | +1.4% |
| 30D | -17.9% | +4.9% | -22.8% | -19.7% |
| 3M | -48.0% | +7.2% | -55.2% | -49.9% |
| 6M | +5.8% | -24.2% | +30.1% | +16.2% |
| YTD | +202.7% | -25.8% | +228.5% | +232.4% |
| 1Y | +352.5% | -24.7% | +377.2% | +395.7% |
| 3Y | +657.0% | +39.3% | +617.7% | +545.5% |
| 5Y | +1,267.0% | +43.3% | +1,223.7% | +1,024.5% |
| 10Y | +502.7% | +278.6% | +224.1% | +252.8% |
| All | +959.5% | +499.8% | +459.7% | +477.8% |
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