+353.7%
IDXX vs LDOS
+267.6%
+86.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.1% |
| 7D | -4.3% | -2.1% | -2.2% | -3.6% |
| 30D | -13.7% | -8.0% | -5.6% | -11.1% |
| 3M | -9.1% | +6.8% | -15.9% | -11.6% |
| 6M | -15.4% | -24.5% | +9.0% | -7.2% |
| YTD | -25.1% | -27.8% | +2.6% | -17.3% |
| 1Y | -20.6% | -27.4% | +6.8% | -12.6% |
| 3Y | +8.7% | +39.9% | -31.2% | -10.7% |
| 5Y | -25.7% | +42.1% | -67.8% | -40.5% |
| All | +353.7% | +267.6% | +86.1% | +140.0% |
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