+302.8%
AEM vs LDOS
+43.9%
+258.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | -0.5% | -5.4% | +4.9% | +0.1% |
| 30D | +24.0% | +4.9% | +19.1% | +23.3% |
| 3M | +16.1% | +7.2% | +8.9% | +15.0% |
| 6M | -11.6% | -24.2% | +12.6% | -8.5% |
| YTD | +21.5% | -25.8% | +47.4% | +25.7% |
| 1Y | +39.2% | -24.7% | +63.9% | +43.6% |
| 3Y | +347.4% | +39.3% | +308.1% | +316.4% |
| All | +302.8% | +43.9% | +258.9% | +264.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling