+512.4%
LDOS vs AEIS
+961.5%
-449.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -12.2% | +12.3% | +2.2% |
| 7D | -3.7% | -22.6% | +18.9% | 0.0% |
| 30D | +16.4% | -38.7% | +55.1% | +25.3% |
| 3M | +7.4% | -43.6% | +51.0% | +16.4% |
| 6M | -0.3% | -46.2% | +45.9% | +7.2% |
| YTD | -24.0% | -11.2% | -12.8% | -26.6% |
| 1Y | -29.6% | -17.7% | -11.9% | -31.1% |
| 3Y | +35.1% | +104.1% | -69.0% | +7.0% |
| 5Y | +52.9% | +98.5% | -45.6% | +18.6% |
| 10Y | +262.2% | +302.0% | -39.8% | +124.9% |
| All | +512.4% | +961.5% | -449.1% | +178.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling