+480.3%
DXCM vs LBRT
-26.4%
+506.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -13.7% | +9.1% | -3.6% |
| 7D | +5.7% | -34.8% | +40.5% | +8.6% |
| 30D | +1.3% | -43.6% | +44.9% | +5.1% |
| 3M | +2.2% | -41.2% | +43.4% | +5.5% |
| 6M | +42.0% | -66.1% | +108.1% | +51.9% |
| YTD | +27.3% | -37.9% | +65.1% | +29.1% |
| 1Y | +42.5% | -33.9% | +76.4% | +43.7% |
| 3Y | -13.3% | -40.9% | +27.5% | -14.0% |
| 5Y | -46.8% | +2.1% | -48.9% | -50.0% |
| All | +480.3% | -26.4% | +506.7% | +399.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling