+18.7%
AEM vs LDOS
-27.6%
+46.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.7% | +9.0% | +9.6% |
| 7D | +0.2% | -2.8% | +3.0% | +0.3% |
| 30D | +0.1% | +13.6% | -13.5% | -0.8% |
| 3M | +22.1% | +4.2% | +17.8% | +21.5% |
| 6M | +2.4% | -8.2% | +10.6% | +5.4% |
| YTD | +8.9% | -24.1% | +33.0% | +13.0% |
| 1Y | +18.7% | -31.2% | +49.9% | +27.0% |
| All | +18.7% | -27.6% | +46.3% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling