+404.2%
DXCM vs LDOS
+248.5%
+155.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.3% | -3.7% | -5.2% |
| 7D | -3.5% | -7.2% | +3.7% | -0.9% |
| 30D | -5.8% | +16.8% | -22.6% | -11.0% |
| 3M | -4.3% | -1.6% | -2.8% | -4.1% |
| 6M | +31.6% | -1.0% | +32.5% | +30.8% |
| YTD | +19.6% | -25.8% | +45.4% | +30.6% |
| 1Y | +36.9% | -31.1% | +68.0% | +53.5% |
| 3Y | -16.3% | +32.8% | -49.1% | -30.4% |
| 5Y | -50.0% | +49.4% | -99.4% | -61.0% |
| All | +404.2% | +248.5% | +155.7% | +161.4% |
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