+78.2%
AEP vs LDOS
+35.4%
+42.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -2.0% | -3.7% | +1.7% | -1.8% |
| 30D | +4.2% | +16.4% | -12.2% | +3.4% |
| 3M | +1.0% | +7.4% | -6.4% | +0.6% |
| 6M | -6.1% | -0.3% | -5.8% | -6.4% |
| YTD | +12.5% | -24.0% | +36.5% | +13.3% |
| 1Y | +9.1% | -29.6% | +38.7% | +10.7% |
| All | +78.2% | +35.4% | +42.9% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling