-16.4%
IDXX vs LDOS
-24.0%
+7.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.6% | +1.0% |
| 7D | -3.5% | -5.4% | +1.9% | -2.3% |
| 30D | -8.4% | +4.9% | -13.3% | -9.5% |
| 3M | -5.2% | +7.2% | -12.4% | -7.2% |
| 6M | -17.5% | -24.2% | +6.8% | -13.9% |
| YTD | -20.9% | -25.8% | +4.9% | -18.5% |
| 1Y | -16.4% | -24.7% | +8.3% | -14.9% |
| All | -16.4% | -24.0% | +7.6% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling