+111.8%
IEMG vs LDOS
+857.2%
-745.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +2.6% |
| 7D | -2.8% | -7.2% | +4.4% | -1.3% |
| 30D | -12.0% | +16.8% | -28.8% | -15.1% |
| 3M | -9.0% | -1.6% | -7.4% | -9.1% |
| 6M | -11.8% | -1.0% | -10.9% | -12.4% |
| YTD | +8.3% | -25.8% | +34.0% | +14.0% |
| 1Y | +9.6% | -31.1% | +40.7% | +17.5% |
| 3Y | +62.3% | +32.8% | +29.5% | +44.3% |
| 5Y | +33.5% | +49.4% | -15.9% | +12.9% |
| 10Y | +116.7% | +253.9% | -137.2% | +45.8% |
| All | +111.8% | +857.2% | -745.4% | +6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling