+511.8%
EMR vs LDOS
+494.7%
+17.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | -1.5% | -5.4% | +3.9% | +0.7% |
| 30D | -5.6% | +4.9% | -10.5% | -7.8% |
| 3M | +7.9% | +7.2% | +0.8% | +3.8% |
| 6M | +6.0% | -24.2% | +30.3% | +17.4% |
| YTD | +16.4% | -25.8% | +42.3% | +29.5% |
| 1Y | +16.6% | -24.7% | +41.3% | +28.7% |
| 3Y | +62.9% | +39.3% | +23.6% | +34.0% |
| 5Y | +60.1% | +43.3% | +16.8% | +27.5% |
| 10Y | +268.7% | +278.6% | -9.8% | +91.4% |
| All | +511.8% | +494.7% | +17.0% | +139.6% |
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 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