-18.3%
DXCM vs LDOS
+33.8%
-52.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +3.0% | +1.0% |
| 7D | -9.2% | -1.3% | -7.9% | -8.9% |
| 30D | -6.5% | +10.1% | -16.6% | -8.3% |
| 3M | -10.3% | -4.7% | -5.6% | -9.5% |
| 6M | +35.4% | +5.6% | +29.9% | +33.2% |
| YTD | +21.1% | -25.1% | +46.2% | +25.8% |
| 1Y | +38.2% | -31.7% | +69.9% | +46.2% |
| All | -18.3% | +33.8% | -52.1% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling