+32.3%
IEMG vs LDOS
+49.1%
-16.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +2.3% |
| 7D | -2.8% | -7.2% | +4.4% | -2.3% |
| 30D | -12.0% | +16.8% | -28.8% | -13.1% |
| 3M | -9.0% | -1.6% | -7.4% | -9.0% |
| 6M | -11.8% | -1.0% | -10.9% | -11.8% |
| YTD | +8.3% | -25.8% | +34.0% | +11.2% |
| 1Y | +9.6% | -31.1% | +40.7% | +13.6% |
| 3Y | +62.3% | +32.8% | +29.5% | +51.5% |
| All | +32.3% | +49.1% | -16.8% | +21.0% |
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