+546.1%
EME vs LDOS
+43.9%
+502.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | +1.9% | -5.4% | +7.3% | +3.2% |
| 30D | -8.3% | +4.9% | -13.2% | -9.5% |
| 3M | -10.7% | +7.2% | -17.9% | -12.5% |
| 6M | +1.9% | -24.2% | +26.1% | +10.5% |
| YTD | +23.5% | -25.8% | +49.3% | +33.6% |
| 1Y | +18.0% | -24.7% | +42.7% | +26.6% |
| 3Y | +236.1% | +39.3% | +196.8% | +179.2% |
| All | +546.1% | +43.9% | +502.2% | +424.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling