+408.7%
AEM vs LDOS
+226.9%
+181.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | -6.8% | -1.6% | -5.2% | -6.7% |
| 30D | +0.8% | +8.2% | -7.4% | 0.0% |
| 3M | -0.8% | -8.2% | +7.3% | -0.1% |
| 6M | -8.5% | +5.8% | -14.3% | -9.4% |
| YTD | +5.9% | -27.0% | +32.9% | +9.1% |
| 1Y | +6.6% | -31.0% | +37.6% | +10.4% |
| 3Y | +302.2% | +29.3% | +272.9% | +284.8% |
| 5Y | +250.8% | +48.7% | +202.1% | +228.4% |
| All | +408.7% | +226.9% | +181.8% | +351.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling