+498.1%
LDOS vs DGX
+561.8%
-63.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.8% |
| 7D | -5.4% | -2.3% | -3.1% | -4.7% |
| 30D | +4.9% | +0.6% | +4.3% | +4.7% |
| 3M | +7.2% | +21.4% | -14.2% | +0.1% |
| 6M | -24.2% | +14.7% | -39.0% | -28.0% |
| YTD | -25.8% | +38.4% | -64.2% | -34.2% |
| 1Y | -24.7% | +34.0% | -58.7% | -32.6% |
| 3Y | +39.3% | +92.7% | -53.4% | +8.1% |
| 5Y | +43.3% | +67.7% | -24.4% | +15.1% |
| 10Y | +278.6% | +248.0% | +30.6% | +123.1% |
| All | +498.1% | +561.8% | -63.7% | +183.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling