+13.8%
EEM vs LDOS
-31.1%
+44.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.9% | +2.3% |
| 7D | +0.7% | -1.3% | +2.0% | +0.6% |
| 30D | -6.2% | +10.1% | -16.3% | -5.7% |
| 3M | -5.2% | -4.7% | -0.5% | -5.2% |
| 6M | -8.1% | +5.6% | -13.7% | -7.2% |
| YTD | +14.0% | -25.1% | +39.1% | +13.7% |
| 1Y | +13.8% | -31.7% | +45.5% | +15.1% |
| All | +13.8% | -31.1% | +44.9% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling