+2,196.9%
EME vs LDOS
+515.5%
+1,681.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.6% |
| 7D | -8.8% | +1.9% | -10.6% | -9.6% |
| 30D | -18.2% | +12.8% | -31.0% | -23.1% |
| 3M | -20.2% | -1.0% | -19.2% | -20.8% |
| 6M | -29.9% | +6.2% | -36.1% | -33.7% |
| YTD | +5.7% | -23.2% | +28.9% | +14.8% |
| 1Y | -1.5% | -29.5% | +28.0% | +11.7% |
| 3Y | +208.4% | +37.1% | +171.4% | +140.0% |
| 5Y | +401.9% | +55.6% | +346.3% | +255.1% |
| 10Y | +914.2% | +249.4% | +664.8% | +345.8% |
| All | +2,196.9% | +515.5% | +1,681.4% | +588.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling