+580.3%
AEP vs LDOS
+509.1%
+71.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -2.0% | -3.7% | +1.7% | -1.2% |
| 30D | +4.2% | +16.4% | -12.2% | +0.4% |
| 3M | +1.0% | +7.4% | -6.4% | -1.1% |
| 6M | -6.1% | -0.3% | -5.8% | -6.8% |
| YTD | +12.5% | -24.0% | +36.5% | +18.0% |
| 1Y | +9.1% | -29.6% | +38.7% | +16.6% |
| 3Y | +77.2% | +35.1% | +42.1% | +56.7% |
| 5Y | +78.4% | +52.9% | +25.5% | +51.0% |
| 10Y | +188.3% | +262.2% | -73.9% | +95.0% |
| All | +580.3% | +509.1% | +71.3% | +281.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling