+373.3%
DXCM vs LDOS
+228.4%
+144.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +2.0% |
| 7D | -3.6% | -3.5% | -0.2% | -2.4% |
| 30D | -4.3% | +9.5% | -13.8% | -7.5% |
| 3M | -10.4% | -6.3% | -4.1% | -8.6% |
| 6M | +33.1% | +2.8% | +30.3% | +30.6% |
| YTD | +22.6% | -26.6% | +49.3% | +34.3% |
| 1Y | +36.5% | -31.3% | +67.8% | +53.2% |
| 3Y | -13.5% | +30.9% | -44.4% | -27.7% |
| 5Y | -49.6% | +49.4% | -99.0% | -60.8% |
| All | +373.3% | +228.4% | +144.9% | +170.5% |
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