+31.4%
EMR vs LDOS
-29.3%
+60.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.3% |
| 7D | +0.7% | +1.9% | -1.2% | +0.4% |
| 30D | +3.5% | +12.8% | -9.3% | +1.2% |
| 3M | +5.9% | -1.0% | +6.9% | +6.1% |
| 6M | +19.4% | +6.2% | +13.2% | +18.7% |
| YTD | +27.7% | -23.2% | +50.9% | +41.0% |
| All | +31.4% | -29.3% | +60.7% | +52.3% |
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 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