-16.7%
DXCM vs LCID
-96.5%
+79.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.4% | -7.3% | +1.3% |
| 7D | -4.4% | +20.0% | -24.4% | -5.9% |
| 30D | -3.6% | -5.0% | +1.4% | -3.5% |
| 3M | -4.3% | -48.9% | +44.5% | +0.6% |
| 6M | +33.8% | -43.2% | +77.0% | +37.4% |
| YTD | +22.1% | -65.9% | +88.1% | +30.4% |
| 1Y | +47.4% | -79.2% | +126.6% | +64.0% |
| 3Y | -12.3% | -90.4% | +78.2% | -0.3% |
| 5Y | -49.1% | -99.2% | +50.1% | -30.9% |
| All | -16.7% | -96.5% | +79.8% | +18.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling