+281.7%
EMR vs LDOS
+249.8%
+31.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.6% |
| 7D | +0.7% | +1.9% | -1.2% | -0.1% |
| 30D | +3.5% | +12.8% | -9.3% | -1.8% |
| 3M | +5.9% | -1.0% | +6.9% | +5.6% |
| 6M | +19.4% | +6.2% | +13.2% | +14.6% |
| YTD | +27.7% | -23.2% | +50.9% | +40.0% |
| 1Y | +30.9% | -29.5% | +60.4% | +49.1% |
| 3Y | +104.2% | +37.1% | +67.1% | +64.9% |
| 5Y | +89.6% | +55.6% | +34.0% | +40.2% |
| All | +281.7% | +249.8% | +31.9% | +116.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling