-31.3%
LDOS vs AEIS
+3.6%
-34.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -2.1% |
| 7D | -3.5% | +23.2% | -26.7% | -2.6% |
| 30D | +9.5% | -17.0% | +26.5% | +9.4% |
| 3M | -6.3% | -32.2% | +25.9% | -6.3% |
| 6M | +2.8% | -32.6% | +35.4% | +1.8% |
| YTD | -26.6% | +9.4% | -36.0% | -31.2% |
| 1Y | -31.3% | +7.7% | -39.0% | -35.5% |
| All | -31.3% | +3.6% | -34.9% | -35.5% |
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 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