+436.3%
DXCM vs LDOS
+256.7%
+179.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.6% |
| 7D | +5.7% | -3.7% | +9.4% | +7.0% |
| 30D | +1.3% | +16.4% | -15.1% | -4.2% |
| 3M | +2.2% | +7.4% | -5.2% | -0.9% |
| 6M | +42.0% | -0.3% | +42.3% | +40.8% |
| YTD | +27.3% | -24.0% | +51.3% | +37.7% |
| 1Y | +42.5% | -29.6% | +72.0% | +58.5% |
| 3Y | -13.3% | +35.1% | -48.5% | -28.4% |
| 5Y | -46.8% | +52.9% | -99.7% | -58.9% |
| All | +436.3% | +256.7% | +179.6% | +175.7% |
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