+90.2%
EMR vs LDOS
+48.3%
+42.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.2% |
| 7D | +2.8% | -1.6% | +4.5% | +3.3% |
| 30D | +3.7% | +8.2% | -4.6% | +1.0% |
| 3M | +2.0% | -8.2% | +10.2% | +4.2% |
| 6M | +22.1% | +5.8% | +16.3% | +18.6% |
| YTD | +27.2% | -27.0% | +54.2% | +39.8% |
| 1Y | +32.0% | -31.0% | +63.0% | +48.0% |
| 3Y | +103.3% | +29.3% | +74.0% | +75.7% |
| All | +90.2% | +48.3% | +42.0% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling