+167.6%
AEP vs LDOS
+278.0%
-110.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | +1.8% | -5.4% | +7.2% | +3.1% |
| 30D | -0.8% | +4.9% | -5.7% | -2.1% |
| 3M | -1.8% | +7.2% | -9.0% | -3.9% |
| 6M | -5.4% | -24.2% | +18.9% | +0.4% |
| YTD | +10.4% | -25.8% | +36.3% | +16.9% |
| 1Y | +18.2% | -24.7% | +42.9% | +24.3% |
| 3Y | +79.0% | +39.3% | +39.7% | +52.9% |
| 5Y | +64.8% | +43.3% | +21.5% | +37.8% |
| All | +167.6% | +278.0% | -110.5% | +92.3% |
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