+3,102.2%
DXCM vs LDOS
+494.7%
+2,607.4%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.2% |
| 7D | -3.2% | -5.4% | +2.2% | -1.0% |
| 30D | +6.3% | +4.9% | +1.5% | +4.0% |
| 3M | +21.1% | +7.2% | +13.9% | +16.8% |
| 6M | +20.6% | -24.2% | +44.8% | +34.0% |
| YTD | +32.4% | -25.8% | +58.2% | +47.1% |
| 1Y | +8.8% | -24.7% | +33.6% | +19.8% |
| 3Y | -13.7% | +39.3% | -53.0% | -30.5% |
| 5Y | -35.2% | +43.3% | -78.5% | -49.5% |
| 10Y | +281.8% | +278.6% | +3.2% | +76.0% |
| All | +3,102.2% | +494.7% | +2,607.4% | +975.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling