+29.6%
EMB vs LDOS
+278.0%
-248.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | 0.0% | -5.4% | +5.4% | +0.5% |
| 30D | -0.3% | +4.9% | -5.2% | -0.8% |
| 3M | -0.4% | +7.2% | -7.6% | -1.2% |
| 6M | +0.1% | -24.2% | +24.4% | +2.6% |
| YTD | +1.6% | -25.8% | +27.4% | +4.1% |
| 1Y | +5.6% | -24.7% | +30.3% | +8.0% |
| 3Y | +29.8% | +39.3% | -9.5% | +22.6% |
| 5Y | +7.3% | +43.3% | -36.0% | +0.2% |
| All | +29.6% | +278.0% | -248.4% | +13.7% |
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