+109.8%
EMR vs LDOS
+35.8%
+73.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.3% | +2.1% | +3.9% |
| 7D | +2.1% | -5.8% | +8.0% | +3.5% |
| 30D | +4.8% | +11.6% | -6.8% | +1.8% |
| 3M | +7.5% | -1.0% | +8.5% | +7.5% |
| 6M | +20.9% | +5.1% | +15.8% | +18.7% |
| YTD | +29.2% | -24.0% | +53.2% | +40.3% |
| 1Y | +33.0% | -30.3% | +63.3% | +48.4% |
| 3Y | +109.8% | +37.0% | +72.8% | +80.8% |
| All | +109.8% | +35.8% | +73.9% | +80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling