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  • DXCM vs LCID✓SelectedUSD · LCIDDXCM vs LCID performance historyLatest closeAs of-2.02%09/04
Stock and ETF performance explorer

DXCM vs LCID

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+8.8%
LCID return
-71.9%
Excess return
+80.7%
Maximum drawdown
-32.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioLCIDExcessAlpha
1D-2.0%+1.7%-3.8%-2.1%
7D-3.2%-6.6%+3.4%-3.0%
30D+6.3%-30.1%+36.5%+7.8%
3M+21.1%-17.6%+38.7%+20.9%
6M+20.6%-54.4%+75.0%+24.1%
YTD+32.4%-55.7%+88.2%+36.1%
1Y+8.8%-71.0%+79.9%+8.0%
All+8.8%-71.9%+80.7%+8.0%

Cumulative growth

Daily Returns

Daily percentage return beside LCID.

Daily Out/Under-Performance

Portfolio return minus LCID return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × LCID 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 1y: compounded portfolio wealth divided by compounded LCID 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…

1y analysis · Full analysis span regression · 6 months rolling