+498.3%
LDOS vs AEE
+371.0%
+127.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -7.2% | +2.1% | -9.3% | -8.0% |
| 30D | +16.8% | +11.4% | +5.5% | +11.8% |
| 3M | -1.6% | +5.0% | -6.6% | -3.6% |
| 6M | -1.0% | +4.4% | -5.4% | -2.9% |
| YTD | -25.8% | +15.4% | -41.2% | -30.4% |
| 1Y | -31.1% | +13.8% | -44.9% | -35.1% |
| 3Y | +32.8% | +58.0% | -25.2% | +7.6% |
| 5Y | +49.4% | +52.9% | -3.6% | +21.5% |
| 10Y | +253.9% | +205.1% | +48.8% | +116.9% |
| All | +498.3% | +371.0% | +127.3% | +204.9% |
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