+35.9%
LDOS vs AEIS
+104.6%
-68.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -12.2% | +12.3% | +0.5% |
| 7D | -3.7% | -22.6% | +18.9% | -2.9% |
| 30D | +16.4% | -38.7% | +55.1% | +18.6% |
| 3M | +7.4% | -43.6% | +51.0% | +9.8% |
| 6M | -0.3% | -46.2% | +45.9% | +1.4% |
| YTD | -24.0% | -11.2% | -12.8% | -27.0% |
| 1Y | -29.6% | -17.7% | -11.9% | -31.9% |
| All | +35.9% | +104.6% | -68.7% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling