+418.9%
EME vs LDOS
+48.3%
+370.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +8.4% | -1.6% | +10.0% | +8.7% |
| 30D | -11.5% | +8.2% | -19.7% | -13.3% |
| 3M | -20.6% | -8.2% | -12.5% | -19.5% |
| 6M | -28.5% | +5.8% | -34.3% | -30.0% |
| YTD | +8.0% | -27.0% | +35.0% | +16.7% |
| 1Y | +6.8% | -31.0% | +37.7% | +17.7% |
| 3Y | +213.9% | +29.3% | +184.6% | +166.4% |
| All | +418.9% | +48.3% | +370.6% | +323.1% |
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