+275.4%
LDOS vs AEIS
+528.7%
-253.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.1% |
| 7D | -5.4% | +3.0% | -8.4% | -5.9% |
| 30D | +4.9% | -14.6% | +19.5% | +7.4% |
| 3M | +7.2% | -12.4% | +19.6% | +7.6% |
| 6M | -24.2% | -15.0% | -9.3% | -24.2% |
| YTD | -25.8% | +34.3% | -60.1% | -32.6% |
| 1Y | -24.7% | +87.4% | -112.1% | -36.6% |
| 3Y | +39.3% | +139.8% | -100.5% | +7.8% |
| 5Y | +43.3% | +220.7% | -177.4% | +0.7% |
| All | +275.4% | +528.7% | -253.3% | +99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling