+498.1%
LDOS vs AEE
+341.3%
+156.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.8% |
| 3M | +7.2% | +0.2% | +7.0% | +6.9% |
| 6M | -24.2% | -4.7% | -19.5% | -23.0% |
| YTD | -25.8% | +8.1% | -33.9% | -28.5% |
| 1Y | -24.7% | +8.5% | -33.3% | -27.7% |
| 3Y | +39.3% | +48.9% | -9.6% | +15.5% |
| 5Y | +43.3% | +39.9% | +3.4% | +21.0% |
| 10Y | +278.6% | +186.5% | +92.0% | +138.1% |
| All | +498.1% | +341.3% | +156.8% | +213.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling