-36.3%
DXCM vs LBRT
+114.2%
-150.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.1% |
| 7D | -3.2% | +8.3% | -11.5% | -3.8% |
| 30D | +6.3% | +6.1% | +0.2% | +5.7% |
| 3M | +21.1% | -34.8% | +55.9% | +24.7% |
| 6M | +20.6% | -24.8% | +45.4% | +22.0% |
| YTD | +32.4% | +12.2% | +20.2% | +28.5% |
| 1Y | +8.8% | +94.0% | -85.1% | -0.6% |
| 3Y | -13.7% | +31.3% | -45.0% | -20.6% |
| All | -36.3% | +114.2% | -150.5% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling