+503.8%
LDOS vs DGX
+624.6%
-120.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.5% |
| 7D | -1.3% | +1.2% | -2.5% | -1.7% |
| 30D | +10.1% | +11.2% | -1.1% | +6.2% |
| 3M | -4.7% | +9.3% | -14.0% | -7.6% |
| 6M | +5.6% | +37.4% | -31.8% | -5.5% |
| YTD | -25.1% | +51.6% | -76.7% | -35.6% |
| 1Y | -31.7% | +39.3% | -71.0% | -39.5% |
| 3Y | +33.7% | +106.1% | -72.4% | +1.5% |
| 5Y | +54.4% | +92.2% | -37.8% | +18.3% |
| 10Y | +236.4% | +286.6% | -50.2% | +91.4% |
| All | +503.8% | +624.6% | -120.8% | +177.8% |
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