+6.0%
EMB vs LDOS
+52.0%
-46.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.4% |
| 3M | -2.9% | +7.4% | -10.4% | -3.3% |
| 6M | -2.1% | -0.3% | -1.7% | -2.1% |
| YTD | -1.1% | -24.0% | +22.9% | 0.0% |
| 1Y | +0.3% | -29.6% | +29.9% | +1.9% |
| 3Y | +27.7% | +35.1% | -7.4% | +23.8% |
| 5Y | +6.0% | +52.9% | -46.9% | +1.7% |
| All | +6.0% | +52.0% | -46.0% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling