+28.1%
EMB vs LDOS
+248.5%
-220.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.2% |
| 7D | -0.1% | -7.2% | +7.1% | +0.6% |
| 30D | +1.3% | +16.8% | -15.5% | -0.2% |
| 3M | -2.7% | -1.6% | -1.1% | -2.7% |
| 6M | -2.8% | -1.0% | -1.8% | -3.0% |
| YTD | -1.1% | -25.8% | +24.7% | +1.2% |
| 1Y | 0.0% | -31.1% | +31.1% | +3.1% |
| 3Y | +28.8% | +32.8% | -4.0% | +22.3% |
| 5Y | +6.0% | +49.4% | -43.4% | -1.6% |
| All | +28.1% | +248.5% | -220.4% | +21.5% |
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