+41.3%
LDOS vs AEE
+49.1%
-7.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -5.4% | +0.3% | -5.7% | -5.5% |
| 30D | +4.9% | -2.3% | +7.2% | +5.3% |
| 3M | +7.2% | +0.2% | +7.0% | +7.2% |
| 6M | -24.2% | -4.7% | -19.5% | -23.6% |
| YTD | -25.8% | +8.1% | -33.9% | -27.0% |
| 1Y | -24.7% | +8.5% | -33.3% | -26.0% |
| All | +41.3% | +49.1% | -7.9% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling