+200.9%
AEP vs LDOS
+254.8%
-54.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | -1.6% | +1.9% | -3.4% | -2.0% |
| 30D | +4.1% | +12.8% | -8.7% | +1.2% |
| 3M | +4.1% | -1.0% | +5.1% | +4.0% |
| 6M | -1.0% | +6.2% | -7.2% | -3.1% |
| YTD | +13.4% | -23.2% | +36.6% | +18.9% |
| 1Y | +6.7% | -29.5% | +36.2% | +14.4% |
| 3Y | +81.3% | +37.1% | +44.2% | +55.6% |
| 5Y | +80.1% | +55.6% | +24.5% | +46.6% |
| 10Y | +200.9% | +249.4% | -48.5% | +120.5% |
| All | +200.9% | +254.8% | -54.0% | +120.5% |
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 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