+3,123.3%
DXCM vs LDOS
+508.5%
+2,614.8%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.7% | +5.9% | +6.3% |
| 7D | +12.5% | -2.8% | +15.3% | +13.8% |
| 30D | +1.8% | +13.6% | -11.8% | -3.7% |
| 3M | +1.8% | +4.2% | -2.5% | -0.6% |
| 6M | +47.4% | -8.2% | +55.6% | +50.7% |
| YTD | +33.3% | -24.1% | +57.4% | +46.1% |
| 1Y | +44.6% | -31.2% | +75.8% | +65.2% |
| 3Y | -9.2% | +35.0% | -44.2% | -25.9% |
| 5Y | -43.8% | +52.6% | -96.4% | -57.5% |
| 10Y | +471.8% | +261.9% | +209.9% | +169.7% |
| All | +3,123.3% | +508.5% | +2,614.8% | +967.7% |
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 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