-15.3%
DXCM vs LBRT
-27.1%
+11.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.3% |
| 7D | +4.9% | +9.2% | -4.3% | +4.5% |
| 30D | -0.2% | -27.5% | +27.4% | +1.1% |
| 3M | -8.9% | -37.9% | +29.0% | -7.0% |
| 6M | +42.3% | -60.7% | +103.0% | +49.3% |
| YTD | +25.6% | -28.5% | +54.1% | +23.8% |
| 1Y | +39.5% | -13.2% | +52.7% | +35.0% |
| 3Y | -15.3% | -28.8% | +13.5% | -20.2% |
| All | -15.3% | -27.1% | +11.8% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling