+667.2%
AEM vs LDOS
+495.0%
+172.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.7% |
| 7D | +15.8% | -7.2% | +23.0% | +17.2% |
| 30D | +6.2% | +16.8% | -10.6% | +3.4% |
| 3M | +14.3% | -1.6% | +15.9% | +14.3% |
| 6M | +1.4% | -1.0% | +2.4% | +0.9% |
| YTD | +13.7% | -25.8% | +39.5% | +18.5% |
| 1Y | +21.3% | -31.1% | +52.4% | +28.0% |
| 3Y | +309.9% | +32.8% | +277.1% | +279.6% |
| 5Y | +301.0% | +49.4% | +251.6% | +259.4% |
| 10Y | +344.0% | +253.9% | +90.2% | +217.1% |
| All | +667.2% | +495.0% | +172.2% | +325.9% |
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 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