+215.5%
EME vs LDOS
+31.0%
+184.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.4% |
| 7D | +11.3% | -3.5% | +14.8% | +11.7% |
| 30D | -14.6% | +9.5% | -24.1% | -15.8% |
| 3M | -20.4% | -6.3% | -14.1% | -19.9% |
| 6M | -28.3% | +2.8% | -31.1% | -28.4% |
| YTD | +8.6% | -26.6% | +35.2% | +16.6% |
| 1Y | +3.2% | -31.3% | +34.5% | +13.3% |
| All | +215.5% | +31.0% | +184.5% | +153.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling