+54.4%
LDOS vs AEE
+56.1%
-1.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.3% |
| 7D | -1.3% | +0.2% | -1.5% | -1.4% |
| 30D | +10.1% | +9.7% | +0.4% | +7.0% |
| 3M | -4.7% | +5.8% | -10.5% | -6.4% |
| 6M | +5.6% | +4.5% | +1.1% | +4.0% |
| YTD | -25.1% | +15.8% | -40.9% | -28.9% |
| 1Y | -31.7% | +10.8% | -42.4% | -34.2% |
| 3Y | +33.7% | +62.8% | -29.1% | +11.1% |
| 5Y | +54.4% | +56.1% | -1.7% | +28.6% |
| All | +54.4% | +56.1% | -1.7% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling