+194.6%
AEP vs LDOS
+262.7%
-68.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +0.9% |
| 7D | -1.5% | -5.8% | +4.3% | -0.3% |
| 30D | +4.5% | +11.6% | -7.1% | +1.8% |
| 3M | +2.8% | -1.0% | +3.8% | +2.7% |
| 6M | -0.7% | +5.1% | -5.7% | -2.5% |
| YTD | +13.8% | -24.0% | +37.9% | +19.7% |
| 1Y | +9.0% | -30.3% | +39.2% | +17.1% |
| 3Y | +83.0% | +37.0% | +46.0% | +57.0% |
| 5Y | +83.3% | +53.4% | +29.9% | +49.8% |
| 10Y | +194.6% | +252.0% | -57.4% | +121.3% |
| All | +194.6% | +262.7% | -68.1% | +121.3% |
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