+272.9%
DXCM vs LDOS
+278.0%
-5.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.2% |
| 7D | -3.2% | -5.4% | +2.2% | -1.3% |
| 30D | +6.3% | +4.9% | +1.5% | +4.4% |
| 3M | +21.1% | +7.2% | +13.9% | +17.5% |
| 6M | +20.6% | -24.2% | +44.8% | +31.9% |
| YTD | +32.4% | -25.8% | +58.2% | +44.8% |
| 1Y | +8.8% | -24.7% | +33.6% | +18.1% |
| 3Y | -13.7% | +39.3% | -53.0% | -29.4% |
| 5Y | -35.2% | +43.3% | -78.5% | -48.3% |
| All | +272.9% | +278.0% | -5.1% | +111.5% |
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