+280.4%
EMR vs LDOS
+226.9%
+53.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.2% |
| 7D | +2.8% | -1.6% | +4.5% | +3.5% |
| 30D | +3.7% | +8.2% | -4.6% | 0.0% |
| 3M | +2.0% | -8.2% | +10.2% | +4.9% |
| 6M | +22.1% | +5.8% | +16.3% | +17.1% |
| YTD | +27.2% | -27.0% | +54.2% | +42.4% |
| 1Y | +32.0% | -31.0% | +63.0% | +51.6% |
| 3Y | +103.3% | +29.3% | +74.0% | +68.1% |
| 5Y | +88.2% | +48.7% | +39.5% | +41.6% |
| All | +280.4% | +226.9% | +53.5% | +119.7% |
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