-27.7%
LDOS vs DGX
+31.5%
-59.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.8% |
| 7D | -4.2% | -2.2% | -2.0% | -3.9% |
| 30D | -7.9% | -0.9% | -7.0% | -7.8% |
| 3M | +4.1% | +15.6% | -11.5% | +2.4% |
| 6M | -28.2% | +17.8% | -46.0% | -29.5% |
| YTD | -28.5% | +37.5% | -66.0% | -31.3% |
| 1Y | -27.7% | +31.2% | -58.8% | -29.5% |
| All | -27.7% | +31.5% | -59.2% | -29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling