+209.7%
EEM vs LDOS
+494.7%
-285.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | +2.3% | -5.4% | +7.7% | +4.3% |
| 30D | +4.5% | +4.9% | -0.4% | +2.4% |
| 3M | -0.1% | +7.2% | -7.2% | -3.6% |
| 6M | +16.9% | -24.2% | +41.2% | +27.7% |
| YTD | +26.2% | -25.8% | +52.0% | +37.5% |
| 1Y | +40.5% | -24.7% | +65.2% | +51.7% |
| 3Y | +86.2% | +39.3% | +46.9% | +51.1% |
| 5Y | +45.5% | +43.3% | +2.1% | +12.9% |
| 10Y | +128.6% | +278.6% | -149.9% | +2.6% |
| All | +209.7% | +494.7% | -285.1% | -0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling