+114.1%
EEM vs LDOS
+254.8%
-140.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.8% | -1.0% |
| 7D | -0.9% | +1.9% | -2.7% | -1.3% |
| 30D | -9.3% | +12.8% | -22.1% | -11.8% |
| 3M | -7.1% | -1.0% | -6.0% | -7.2% |
| 6M | -10.4% | +6.2% | -16.6% | -12.3% |
| YTD | +11.3% | -23.2% | +34.5% | +16.7% |
| 1Y | +11.3% | -29.5% | +40.7% | +19.1% |
| 3Y | +69.6% | +37.1% | +32.6% | +47.6% |
| 5Y | +33.6% | +55.6% | -22.0% | +9.4% |
| 10Y | +114.1% | +249.4% | -135.3% | +45.0% |
| All | +114.1% | +254.8% | -140.7% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 10y: compounded portfolio wealth divided by compounded LDOS 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…
10y analysis · Full analysis span regression · 6 months rolling