+36.2%
EMB vs LDOS
+226.9%
-190.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -0.9% | -1.6% | +0.7% | -0.8% |
| 30D | +0.4% | +8.2% | -7.9% | -0.4% |
| 3M | -3.1% | -8.2% | +5.1% | -2.5% |
| 6M | -2.1% | +5.8% | -7.9% | -2.9% |
| YTD | -1.1% | -27.0% | +25.9% | +1.5% |
| 1Y | -0.1% | -31.0% | +30.9% | +3.1% |
| 3Y | +29.6% | +29.3% | +0.3% | +23.2% |
| 5Y | +7.2% | +48.7% | -41.5% | -0.7% |
| All | +36.2% | +226.9% | -190.8% | +20.0% |
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