+260.0%
LDOS vs DGX
+241.2%
+18.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.6% |
| 7D | -7.1% | -0.3% | -6.8% | -7.1% |
| 30D | -6.1% | -1.2% | -4.9% | -5.7% |
| 3M | +5.6% | +19.9% | -14.3% | -0.7% |
| 6M | -26.9% | +19.2% | -46.1% | -31.2% |
| YTD | -27.9% | +37.5% | -65.4% | -35.7% |
| 1Y | -26.8% | +31.3% | -58.1% | -33.8% |
| 3Y | +39.6% | +96.6% | -57.0% | +7.6% |
| 5Y | +39.4% | +64.3% | -24.9% | +13.1% |
| 10Y | +260.0% | +241.1% | +18.8% | +108.7% |
| All | +260.0% | +241.2% | +18.7% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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