+109.6%
EEM vs LDOS
+262.7%
-153.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.5% | +2.4% |
| 7D | -0.1% | -5.8% | +5.7% | +1.0% |
| 30D | -8.6% | +11.6% | -20.2% | -10.9% |
| 3M | -7.0% | -1.0% | -6.0% | -7.2% |
| 6M | -9.7% | +5.1% | -14.8% | -11.4% |
| YTD | +12.1% | -24.0% | +36.2% | +17.8% |
| 1Y | +14.1% | -30.3% | +44.4% | +22.4% |
| 3Y | +72.1% | +37.0% | +35.2% | +49.7% |
| 5Y | +34.1% | +53.4% | -19.3% | +10.2% |
| 10Y | +109.6% | +252.0% | -142.3% | +49.1% |
| All | +109.6% | +262.7% | -153.1% | +49.1% |
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