+131.7%
EMB vs LDOS
+434.1%
-302.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | 0.0% | -5.4% | +5.4% | +0.4% |
| 30D | -0.3% | +4.9% | -5.2% | -0.7% |
| 3M | -0.4% | +7.2% | -7.6% | -1.0% |
| 6M | +0.1% | -24.2% | +24.4% | +1.9% |
| YTD | +1.6% | -25.8% | +27.4% | +3.4% |
| 1Y | +5.6% | -24.7% | +30.3% | +7.4% |
| 3Y | +29.8% | +39.3% | -9.5% | +25.2% |
| 5Y | +7.3% | +43.3% | -36.0% | +2.7% |
| 10Y | +30.4% | +278.6% | -248.1% | +18.2% |
| All | +131.7% | +434.1% | -302.4% | +102.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling