+37.1%
LDOS vs DGX
+106.6%
-69.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +1.9% | +4.6% | -2.7% | +1.0% |
| 30D | +12.8% | +11.9% | +0.9% | +10.5% |
| 3M | -1.0% | +9.2% | -10.2% | -2.6% |
| 6M | +6.2% | +39.0% | -32.8% | +0.5% |
| YTD | -23.2% | +51.4% | -74.7% | -28.8% |
| 1Y | -29.5% | +42.6% | -72.1% | -33.8% |
| 3Y | +37.1% | +105.9% | -68.9% | +20.9% |
| All | +37.1% | +106.6% | -69.6% | +20.9% |
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