+544.3%
IDXX vs LDOS
+226.9%
+317.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +4.2% | -1.6% | +5.8% | +4.8% |
| 30D | +33.1% | +8.2% | +24.9% | +29.2% |
| 3M | +24.2% | -8.2% | +32.4% | +27.6% |
| 6M | +33.2% | +5.8% | +27.4% | +29.4% |
| YTD | +4.1% | -27.0% | +31.1% | +14.3% |
| 1Y | +0.4% | -31.0% | +31.4% | +12.6% |
| 3Y | +62.9% | +29.3% | +33.6% | +37.6% |
| 5Y | +12.1% | +48.7% | -36.6% | -12.5% |
| All | +544.3% | +226.9% | +317.4% | +228.9% |
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 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