+83.4%
EMR vs LDOS
+49.1%
+34.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.5% |
| 7D | -1.6% | -7.2% | +5.6% | +0.5% |
| 30D | +2.0% | +16.8% | -14.9% | -2.9% |
| 3M | +3.8% | -1.6% | +5.4% | +3.8% |
| 6M | +10.5% | -1.0% | +11.5% | +10.0% |
| YTD | +23.7% | -25.8% | +49.5% | +35.3% |
| 1Y | +25.4% | -31.1% | +56.5% | +40.7% |
| 3Y | +86.6% | +32.8% | +53.8% | +60.0% |
| All | +83.4% | +49.1% | +34.2% | +51.6% |
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 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