-2.1%
EME vs LDOS
-27.6%
+25.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.7% | -10.4% | -9.6% |
| 7D | -5.8% | -2.8% | -3.0% | -6.1% |
| 30D | -17.9% | +13.6% | -31.5% | -17.0% |
| 3M | -22.0% | +4.2% | -26.2% | -21.4% |
| 6M | -29.7% | -8.2% | -21.5% | -26.9% |
| YTD | +4.7% | -24.1% | +28.8% | +8.0% |
| 1Y | -2.1% | -31.2% | +29.1% | +3.8% |
| All | -2.1% | -27.6% | +25.5% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling