-31.2%
LDOS vs AEIS
+6.2%
-37.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -11.1% | +11.9% | +0.2% |
| 7D | -2.8% | -12.7% | +9.9% | -3.2% |
| 30D | +13.6% | -28.8% | +42.4% | +12.8% |
| 3M | +4.2% | -38.0% | +42.2% | +3.6% |
| 6M | -8.2% | -45.3% | +37.1% | -9.3% |
| YTD | -24.1% | +1.1% | -25.2% | -25.6% |
| 1Y | -31.2% | +8.6% | -39.8% | -32.3% |
| All | -31.2% | +6.2% | -37.5% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 1y: compounded portfolio wealth divided by compounded AEIS 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…
1y analysis · Full analysis span regression · 6 months rolling