+1,249.3%
EME vs LDOS
+274.0%
+975.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | +1.9% | -5.4% | +7.3% | +4.1% |
| 30D | -8.3% | +4.9% | -13.2% | -10.3% |
| 3M | -10.7% | +7.2% | -17.9% | -14.2% |
| 6M | +1.9% | -24.2% | +26.1% | +13.1% |
| YTD | +23.5% | -25.8% | +49.3% | +36.7% |
| 1Y | +18.0% | -24.7% | +42.7% | +29.2% |
| 3Y | +236.1% | +39.3% | +196.8% | +163.5% |
| 5Y | +527.9% | +43.3% | +484.6% | +373.0% |
| All | +1,249.3% | +274.0% | +975.2% | +538.1% |
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