+28.8%
EMB vs LDOS
+35.4%
-6.6%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.3% | -3.7% | +3.4% | -0.2% |
| 30D | +1.1% | +16.4% | -15.3% | +0.6% |
| 3M | -2.9% | +7.4% | -10.4% | -3.2% |
| 6M | -2.1% | -0.3% | -1.7% | -2.1% |
| YTD | -1.1% | -24.0% | +22.9% | -0.3% |
| 1Y | +0.3% | -29.6% | +29.9% | +1.5% |
| All | +28.8% | +35.4% | -6.6% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling