+445.6%
DXCM vs LBRT
-22.5%
+468.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.4% | -11.4% | -6.3% |
| 7D | -3.5% | -29.1% | +25.6% | -1.4% |
| 30D | -5.8% | -38.4% | +32.6% | -2.9% |
| 3M | -4.3% | -40.1% | +35.7% | -1.4% |
| 6M | +31.6% | -62.9% | +94.5% | +39.8% |
| YTD | +19.6% | -34.5% | +54.2% | +20.9% |
| 1Y | +36.9% | -30.2% | +67.1% | +37.5% |
| 3Y | -16.3% | -37.5% | +21.2% | -17.2% |
| 5Y | -50.0% | +7.6% | -57.6% | -53.2% |
| All | +445.6% | -22.5% | +468.1% | +368.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 10y: compounded portfolio wealth divided by compounded LBRT 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…
10y analysis · Full analysis span regression · 6 months rolling