+579.0%
AEP vs LDOS
+495.0%
+84.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.3% |
| 7D | -2.8% | -7.2% | +4.4% | -1.2% |
| 30D | +3.6% | +16.8% | -13.2% | -0.2% |
| 3M | +1.8% | -1.6% | +3.4% | +1.8% |
| 6M | -3.1% | -1.0% | -2.1% | -3.7% |
| YTD | +12.2% | -25.8% | +38.0% | +18.4% |
| 1Y | +9.1% | -31.1% | +40.2% | +17.2% |
| 3Y | +77.9% | +32.8% | +45.1% | +57.9% |
| 5Y | +78.1% | +49.4% | +28.7% | +51.5% |
| 10Y | +187.8% | +253.9% | -66.1% | +95.6% |
| All | +579.0% | +495.0% | +84.0% | +283.0% |
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