+914.2%
EME vs LDOS
+254.8%
+659.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.6% |
| 7D | -8.8% | +1.9% | -10.6% | -9.4% |
| 30D | -18.2% | +12.8% | -31.0% | -22.3% |
| 3M | -20.2% | -1.0% | -19.2% | -20.6% |
| 6M | -29.9% | +6.2% | -36.1% | -32.9% |
| YTD | +5.7% | -23.2% | +28.9% | +14.5% |
| 1Y | -1.5% | -29.5% | +28.0% | +11.1% |
| 3Y | +208.4% | +37.1% | +171.4% | +143.2% |
| 5Y | +401.9% | +55.6% | +346.3% | +260.9% |
| 10Y | +914.2% | +249.4% | +664.8% | +398.2% |
| All | +914.2% | +254.8% | +659.4% | +398.2% |
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