+2,582.5%
EME vs LDOS
+494.7%
+2,087.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | +1.9% | -5.4% | +7.3% | +4.5% |
| 30D | -8.3% | +4.9% | -13.2% | -10.6% |
| 3M | -10.7% | +7.2% | -17.9% | -15.0% |
| 6M | +1.9% | -24.2% | +26.1% | +14.0% |
| YTD | +23.5% | -25.8% | +49.3% | +37.7% |
| 1Y | +18.0% | -24.7% | +42.7% | +30.0% |
| 3Y | +236.1% | +39.3% | +196.8% | +160.9% |
| 5Y | +527.9% | +43.3% | +484.6% | +367.4% |
| 10Y | +1,252.8% | +278.6% | +974.2% | +473.0% |
| All | +2,582.5% | +494.7% | +2,087.8% | +725.3% |
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