+27.0%
EEM vs LDOS
+52.7%
-25.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.1% | -5.9% | -5.8% |
| 7D | -7.4% | -3.7% | -3.8% | -7.2% |
| 30D | -15.0% | +16.4% | -31.4% | -16.0% |
| 3M | -11.7% | +7.4% | -19.1% | -12.3% |
| 6M | -10.8% | -0.3% | -10.4% | -10.7% |
| YTD | +6.7% | -24.0% | +30.7% | +9.5% |
| 1Y | +7.4% | -29.6% | +37.0% | +11.3% |
| 3Y | +62.1% | +35.1% | +27.0% | +51.4% |
| All | +27.0% | +52.7% | -25.6% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling