-94.8%
AAOX vs LDOS
-17.1%
-77.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -2.3% | +14.9% | +10.6% |
| 7D | -52.9% | -7.2% | -45.7% | -55.3% |
| 30D | -86.9% | +16.8% | -103.8% | -85.1% |
| 3M | -89.6% | -1.6% | -88.1% | -89.0% |
| 6M | -97.3% | -1.0% | -96.3% | -96.2% |
| All | -94.8% | -17.1% | -77.7% | -90.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling