+45.2%
LDOS vs AEIS
+219.5%
-174.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.3% |
| 7D | -5.4% | +3.0% | -8.4% | -5.7% |
| 30D | +4.9% | -14.6% | +19.5% | +6.3% |
| 3M | +7.2% | -12.4% | +19.6% | +7.3% |
| 6M | -24.2% | -15.0% | -9.3% | -24.2% |
| YTD | -25.8% | +34.3% | -60.1% | -30.5% |
| 1Y | -24.7% | +87.4% | -112.1% | -33.1% |
| 3Y | +39.3% | +139.8% | -100.5% | +16.5% |
| All | +45.2% | +219.5% | -174.3% | +13.6% |
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