+25.4%
EMR vs LDOS
-31.2%
+56.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.2% |
| 7D | -1.6% | -7.2% | +5.6% | -0.5% |
| 30D | +2.0% | +16.8% | -14.9% | -1.0% |
| 3M | +3.8% | -1.6% | +5.4% | +4.0% |
| 6M | +10.5% | -1.0% | +11.5% | +11.8% |
| YTD | +23.7% | -25.8% | +49.5% | +37.3% |
| 1Y | +25.4% | -31.1% | +56.5% | +43.6% |
| All | +25.4% | -31.2% | +56.6% | +43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling