+48.1%
IEMG vs LDOS
+43.9%
+4.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.1% | +1.6% |
| 7D | +2.2% | -5.4% | +7.6% | +2.7% |
| 30D | +4.6% | +4.9% | -0.3% | +4.1% |
| 3M | +0.4% | +7.2% | -6.8% | -0.3% |
| 6M | +16.4% | -24.2% | +40.6% | +19.6% |
| YTD | +25.4% | -25.8% | +51.2% | +28.9% |
| 1Y | +38.3% | -24.7% | +63.0% | +41.7% |
| 3Y | +84.1% | +39.3% | +44.8% | +71.4% |
| All | +48.1% | +43.9% | +4.3% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling