+138.4%
IEMG vs LDOS
+260.1%
-121.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +2.9% | +0.7% |
| 7D | +2.8% | -7.1% | +9.9% | +4.4% |
| 30D | +4.6% | -6.1% | +10.7% | +5.9% |
| 3M | +5.5% | +5.6% | -0.1% | +3.7% |
| 6M | +19.7% | -26.9% | +46.6% | +27.8% |
| YTD | +25.5% | -27.9% | +53.4% | +33.6% |
| 1Y | +35.5% | -26.8% | +62.3% | +43.4% |
| 3Y | +88.0% | +39.6% | +48.4% | +62.5% |
| 5Y | +50.6% | +39.4% | +11.2% | +27.6% |
| 10Y | +138.4% | +260.0% | -121.6% | +58.9% |
| All | +138.4% | +260.1% | -121.8% | +58.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling