+249.4%
LDOS vs AEE
+211.4%
+38.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +1.9% | +3.0% | -1.1% | +0.6% |
| 30D | +12.8% | +11.2% | +1.5% | +7.6% |
| 3M | -1.0% | +7.0% | -8.0% | -4.0% |
| 6M | +6.2% | +5.7% | +0.5% | +3.4% |
| YTD | -23.2% | +16.2% | -39.5% | -28.7% |
| 1Y | -29.5% | +12.0% | -41.5% | -33.5% |
| 3Y | +37.1% | +63.4% | -26.3% | +6.6% |
| 5Y | +55.6% | +56.0% | -0.4% | +22.2% |
| 10Y | +249.4% | +217.4% | +32.1% | +130.3% |
| All | +249.4% | +211.4% | +38.0% | +130.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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