+47.6%
LDOS vs AEIS
+142.3%
-94.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.5% | -0.2% |
| 7D | -1.6% | +11.5% | -13.1% | -2.4% |
| 30D | +8.2% | -15.8% | +24.0% | +9.2% |
| 3M | -8.2% | -33.3% | +25.1% | -5.7% |
| 6M | +5.8% | -35.2% | +41.0% | +7.9% |
| YTD | -27.0% | +5.0% | -32.0% | -30.7% |
| 1Y | -31.0% | +8.5% | -39.5% | -34.8% |
| 3Y | +29.3% | +152.9% | -123.6% | +4.3% |
| All | +47.6% | +142.3% | -94.7% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling