+13.8%
IDXX vs LDOS
+48.3%
-34.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +4.2% | -1.6% | +5.8% | +4.6% |
| 30D | +33.1% | +8.2% | +24.9% | +30.2% |
| 3M | +24.2% | -8.2% | +32.4% | +26.8% |
| 6M | +33.2% | +5.8% | +27.4% | +30.4% |
| YTD | +4.1% | -27.0% | +31.1% | +11.3% |
| 1Y | +0.4% | -31.0% | +31.4% | +9.1% |
| 3Y | +62.9% | +29.3% | +33.6% | +40.6% |
| All | +13.8% | +48.3% | -34.5% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling