+67.6%
AEP vs LDOS
+43.9%
+23.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | +1.8% | -5.4% | +7.2% | +2.6% |
| 30D | -0.8% | +4.9% | -5.7% | -1.7% |
| 3M | -1.8% | +7.2% | -9.0% | -3.2% |
| 6M | -5.4% | -24.2% | +18.9% | -1.5% |
| YTD | +10.4% | -25.8% | +36.3% | +14.8% |
| 1Y | +18.2% | -24.7% | +42.9% | +22.2% |
| 3Y | +79.0% | +39.3% | +39.7% | +50.6% |
| All | +67.6% | +43.9% | +23.7% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling