+39.6%
LDOS vs DGX
+96.8%
-57.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.7% |
| 7D | -7.1% | -0.3% | -6.8% | -7.1% |
| 30D | -6.1% | -1.2% | -4.9% | -5.9% |
| 3M | +5.6% | +19.9% | -14.3% | +2.4% |
| 6M | -26.9% | +19.2% | -46.1% | -29.1% |
| YTD | -27.9% | +37.5% | -65.4% | -32.1% |
| 1Y | -26.8% | +31.3% | -58.1% | -30.5% |
| 3Y | +39.6% | +96.6% | -57.0% | +22.1% |
| All | +39.6% | +96.8% | -57.2% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling