+582.3%
EMR vs LDOS
+508.5%
+73.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.1% |
| 7D | +1.6% | -2.8% | +4.4% | +2.7% |
| 30D | +5.0% | +13.6% | -8.6% | -0.7% |
| 3M | +7.7% | +4.2% | +3.4% | +4.8% |
| 6M | +26.8% | -8.2% | +35.0% | +28.8% |
| YTD | +29.9% | -24.1% | +54.0% | +42.1% |
| 1Y | +25.7% | -31.2% | +56.9% | +43.4% |
| 3Y | +95.4% | +35.0% | +60.4% | +62.4% |
| 5Y | +93.7% | +52.6% | +41.0% | +49.4% |
| 10Y | +340.4% | +261.9% | +78.5% | +131.8% |
| All | +582.3% | +508.5% | +73.8% | +163.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling