+38.3%
IEMG vs LDOS
-24.0%
+62.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.1% | +1.7% |
| 7D | +2.2% | -5.4% | +7.6% | +2.2% |
| 30D | +4.6% | +4.9% | -0.3% | +4.7% |
| 3M | +0.4% | +7.2% | -6.8% | +0.9% |
| 6M | +16.4% | -24.2% | +40.6% | +17.7% |
| YTD | +25.4% | -25.8% | +51.2% | +25.9% |
| 1Y | +38.3% | -24.7% | +63.0% | +39.1% |
| All | +38.3% | -24.0% | +62.3% | +39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling