+941.9%
EME vs LDOS
+262.7%
+679.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.3% | +5.0% | +6.4% |
| 7D | -4.4% | -5.8% | +1.5% | -2.4% |
| 30D | -17.3% | +11.6% | -28.8% | -21.0% |
| 3M | -20.0% | -1.0% | -19.0% | -20.4% |
| 6M | -29.1% | +5.1% | -34.1% | -31.8% |
| YTD | +6.9% | -24.0% | +31.0% | +16.4% |
| 1Y | +0.8% | -30.3% | +31.0% | +14.1% |
| 3Y | +214.4% | +37.0% | +177.4% | +147.6% |
| 5Y | +404.2% | +53.4% | +350.8% | +264.8% |
| 10Y | +941.9% | +252.0% | +690.0% | +409.2% |
| All | +941.9% | +262.7% | +679.3% | +409.2% |
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 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