+135.2%
IEMG vs LDOS
+241.3%
-106.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.7% | +2.8% |
| 7D | +0.7% | -1.3% | +2.0% | +0.9% |
| 30D | -6.4% | +10.1% | -16.5% | -8.5% |
| 3M | -5.5% | -4.7% | -0.9% | -4.9% |
| 6M | -8.3% | +5.6% | -13.9% | -10.2% |
| YTD | +13.2% | -25.1% | +38.3% | +19.2% |
| 1Y | +13.0% | -31.7% | +44.7% | +21.7% |
| 3Y | +71.6% | +33.7% | +37.9% | +50.1% |
| 5Y | +37.1% | +54.4% | -17.2% | +12.3% |
| 10Y | +135.2% | +236.4% | -101.2% | +56.2% |
| All | +135.2% | +241.3% | -106.0% | +56.2% |
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